K.C.
My kids did this a lot. We have three kids: 4 and a half, almost 3 year old, and a one year old. Our oldest would always come and climb in bed with us. And the 3 year old has started doing it now, and the older one stopped. I agree with the consistancy post, but it's also really hard and not always realistic. Some kids just won't give up, and sleep is very important around here. I have an autoimmune disease, and it was killing me to lose sleep. So, I did things a little differently.
I know not everyone would agree with this approach, but it has worked for us. I think it's really important to be sensitive to your children's needs. This is hard to do sometimes when they can't communicate like we can. I figured there must be a reason they don't want to sleep in their room/bed - a reason they woke up crying. Something must not be right for them. I am not an endulgent parent.. I let my kids have tantrums and pay no attention to them.. and I let them cry themselves to sleep during the transition from my room as an infant into their own room. But I just didn't feel right about making them sleep in a situation that was clearly scaring them.
So, we would put them to sleep in their own room and own bed every single night, no matter how sure we were that they would end up in our room. That's one thing I would make sure to do. The second thing, I would not let them in your bed. Our kids would always crawl into our bed. But no matter what, I would make them get on the floor. We would make them a little pallet on the floor right next to our bed. I would never let them stay in our bed. It seemed like a good compromise.. and they would sleep through the night once they were in our room. It just made them feel more secure and not so isolated (even just knowing that they could be with us if they needed to, instead of feeling like they were all alone in their room and couldn't come to us if they were scared). We did that with our oldest, and she sleep through the night in her own room now. It turns out there was a reason she was coming in our room - she couldn't breathe - her tonsils were too big and had to be removed. How scary would that be? So, I'm glad we weren't too strict with her and let her come where she was comfortable - because we had no idea. She eventually grew out of it and started staying in her bed once she became more comfortable. Another thing that helped with her was the bunk bed we just put her and her brother in. She sleeps on the top bunk and doesn't think it's worth climbing down the latter in the middle of the night to get out of bed. We've started doing the same thing with the three year old. He knows he is welcome in our room (on the floor) when he's scared, so he will just come in, without crying, and lay down on his pallet. But there are a lot of nights, too, that he stays in his own bed. I think them just knowing they have somewhere safe to go, without a battle, makes them feel a lot more secure. That's just my opinion, though. I don't believe all the rules work with every single child. I think you have to be in-tune with your child and their needs to get an idea of how things should run in YOUR house.