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 it’s the name of a chain of decoration stores).

Naming one’s house is not as common in France as it is in Britain (I would not have direct knowledge of other English speaking countries), if we do find “home sweet home” as a house name in France, Notre nid which we also sometimes have, is probably the closest French equivalent.

Laure’s answer is truly excellent.
We could add to the list of expressions “Qu’il est doux de se retrouver chez soi”.

In the litteral sense, “doux” and “douillet” are the nearest words to “sweet”.
The adjective “doux” is appropriate to designate pastries, materials, and everything that is soft/sweet, whilst “douillet” is only appropriate to designate interior confort.

We also use the English adjective “cosy”.