Both my kids got kicked out of my bed when they learned to roll over, so about 6mo or so. The place we lived in with my 1st was tiny, so even though he was in his own room, it was about 15 steps from my bed. Where we live now, I was able to set up a mini crib in my room until my 2nd outgrew it at about 10mo.
I started with naps in their crib, and when they were napping consistently and well in their crib, I had them sleep in there for the first part of the night. My son didn't start sleeping more than 2-3 hours at a time (waking 4-6 times per night!) until almost 19mo, so there were A LOT of trips back and forth, but my daughter first started in the crib, she would wake about 4 hours after she fell asleep.
After those 2 times were consistent, and they were sleeping well, they were in their crib all the time. My 17mo daughter still wakes once/night, and we go to my bed to nurse, then I take her back to her bed.
I don't remember how long this process took, but I don't remember it taking very long... maybe 1-2 months. However, my 4.5yo son has been sleeping with his dad for 6 months now. (we have separate bedrooms because he gets up so early for work) Dad and son sleep marvelously well together! Makes me kind of jealous that *I* can't sleep that well with my kids because I'd sure love to. I'm just too light a sleeper :(
You don't have to do the CIO method; I don't agree with it at all. It's different if the baby/toddler is just complaining or crying out in their sleep, but most moms know the difference, and it's beneficial to let them try to work things out. Crying, sobbing uncontrollably is no way to treat your child with respect, although I'm sure we all have our moments where we tell ourselves "I'll go get him/her if he/she's still crying in 1 minute...."