The Internet of Things (IoT) allows the sharing of information among devices in a network. Hardware evolutions have enabled the employment of cognitive agents on top of such devices, which could help to adopt pro-active and autonomous IoT systems. Agents are autonomous entities from Artificial Intelligence capable of sensing (perceiving) the environment where they are situated. Then, with these captured perceptions, they can reason and act pro-actively. However, some agent approaches are created for a specific domain or application when dealing with embedded systems and hardware interfacing. In addition, the agent architecture can compromise the system’s performance because of the number of perceptions that agents can access. This paper presents three engineering approaches for creating IoT Objects using Embedded Multi-agent systems (MAS)—as cognitive systems at the edge of an IoT network—connecting, acting, and sharing information with a re-engineered IoT architecture based on the Sensor as a Service model. These engineering approaches use Belief-Desire-Intention (BDI) agents and the JaCaMo framework. In addition, it is expected to diversify the designers’ choice in applying embedded MAS in IoT systems. We also present a case study to validate the whole re-engineered architecture and the approaches. Moreover, some performance tests and comparisons are also presented. The study case shows that each approach is more or less suitable depending on the domain tackled. The performance tests show that the re-engineered IoT architecture is scalable and that there are some trade-offs in adopting one or another approach. The contributions of this paper are an architecture for sharing resources in an IoT network, the use of embedded MAS on top IoT Objects, and three engineering approaches considering agent and artifacts dimensions.