To start with you must be aware that the concept of home has no unique equivalent in French, this has already been a topic on French Language and you can read the answers to the question there .
There's not one expression that will translate the English Home Sweet Home. Different expressions will be used according to the context.
To answer your question, in the context of one returning to their home, where "home" is opposed to "somewhere else" one is coming from, I would translate home by chez soi. And where an English person would say "Home Sweet Home" I would say:
- Qu'il fait bon de se retrouver chez soi !
- Qu'on est bien chez soi !
- Ça fait plaisir de se retrouver chez soi.
- On n'est bien que chez soi.
But Home Sweet Home can be used in other contexts.
If I welcome someone into my house ("Welcome to our home sweet home") I might say:
- Bienvenue dans notre nid / nid douillet.
- Bienvenue dans notre foyer / dans la chaleur de notre foyer (although chaleur is more commonly associated with foyer, douceur is also found).
My propositions are not closed and other people (and particularly from other French speaking countries) could express this differently.
"Home sweet Home" as such, in English, can be found as a trade name (for instance its the name of a chain of decoration stores).