By nature, your dog is a territorial animal and will claim many areas and objects in the house, including the furniture - unless you give him some guidance.
One of the basic requirements for dog discipline and training is for the trainer (you) to be consistent. If you often invite your dog to join you on the couch, but yell, "Get Down!" when guests come over, you will confuse your dog. He will have considered the furniture as part of his territory, and won't be easily convinced otherwise.
When you have a new puppy, it's a good idea to discourage him from jumping onto the furniture from day one. However, if your old pet has already claimed rights to your couch, don't be discouraged. It just takes a little patience to change your pet's behavior.
Teach your dog that furniture is not part of his territory by correcting him when he's in the act of jumping, or when he looks like he's about to jump. A firm "No!" command while your pet is jumping is the surest way to get your point across.
Another course of action is to train your dog to "sit," "stay," and "lie down." Give these commands as you sit on the furniture so your dog realizes his place is at your feet. You may even want to set up a small bed or pillow on the floor so he has his own place to rest.
Above all, be consistent and firm in your commands, and don't allow your dog to ignore you. If your pet still jumps on the furniture, and refuses your command to "get down," pick him up and place him on the floor while saying, "down."