ETA - for those of you that put your kids in their rooms and expect them to stay, how did you achieve that (aside from the toddler gate?) I would be happy to leave ds in his room playing quietly or reading (he just started wanting books at bedtime the last few days) but the problem is he wants me sitting in there with him until he falls asleep and its driving me nuts!
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Maybe try going in and out. So to start off with say 'you can sit in bed and read your books and mummy will come back and check on you in 1 minute'. Then make sure you come back, see that he is ok, whatever. Then do it again. And again. And again. Over time you should be able to build up the time so that you are only having to go in and check on him once a night after 5 minutes.

We've just moved DS into his big boy bed in the last month and did have a few problems with him coming in and out. When we set it up I wasn't sure how we would go, so also left the cot in his room in case he wanted to sleep in there. Of course he was so happy to have the big boy bed and didn't want a bar of the cot. After a couple of nights the coming in and out started. So we introduced the rule that if you get out of bed 3 times you will have to sleep in the baby bed. So far I have only had to put him in the cot once. Of course it resulted in a huge tantrum, I left him there for 5 minutes and then came back and told him he could sleep in his big boy bed, but if he wanted to do that he to be a big boy and stay in there. He happily went into the bed and went to sleep. Now we've made it that the second time you get out of bed you will have to go in the cot, and haven't had to put him back in there.

Just thought I would share that cos it is working for us and I have no plans on taking the cot out of his room anytime soon because the 'threat' of having to sleep in there really does seem to work in terms of keeping him in bed. But, that said, before we went to the big boy bed DS was pretty good at going to sleep by himself. Sometimes he would call out and I would go in a few times, but generally we didn't have too many issues.

HTH