The key thing you need to consider: do you want to keep sleeping with him? If you do, will it be good for you?

If you're having a good time having sex and want that to continue, then you should probably cut back on the couple-like activities, talk to him about boundaries, what he and you can/should do to avoid getting hurt and ensure that this is just a fun, physical sex thing for a while.

Your other option is to stop the sex. If you feel the sex and the mixed signals and other bullshit are intrinsically tied - which I think is the most likely situation, considering what you described re: mixed signals, etc - then you need to end the relationship as it currently stands. If being intimate with this person while knowing it will never develop into something else is difficult and confusing to you, then you should probably stop having sex.

This comes down to you: which do you think is the most important thing - the benefits of the physical intimacy, or the detriments of the mixed signals and the hurt feelings you're certain are inevitable? How do you think you can communicate proper boundaries with this guy to minimize the hurt? Does that involve ending the sex and transitioning to a platonic friendship? Does it involve not seeing each other at all any more?

If you're struggling with confusion and mixed signals, the best thing you can do is make a clear decision, set clear boundaries, and communicate those with your partner. Put an end to the games and bullshit. Is just sex OK for you? Or is having a relationship with this person not good for you? It's time to make a decision.