My son was potty trained in 2 days time - and although he had an accident now and then for the first month, he's still never had an accident in bed and it's been a year since he's been trained.
Of course, as others have mentioned, all kids are different, and you have to make sure yours is ready. One sign is that they wake up in the morning without a wet diaper. That means they're likely ready from a physical standpoint.
The program I followed was given to me by a girlfriend. There are now over 20 of us has have followed it, and it's worked for every single one of us - for boys and girls alike, all around the age of 2-1/2.
First off, no training pants. Ever. We went straight from diapers to big boy underwear. We made a big deal about letting him pick them out, and then we threw all of his diapers in the garbage can. I took them out afterwards and gave them to friends, but we had a little good-by ceremony where he threw them away to signify he was transitioning from diapers to big boy underwear.
If you choose to try this, you will have to be prepared to stay home - or very close to a bathroom - for three days in a row. You start by encouraging your child to drink as much liquid as possible throughout the day. There will be lots of accidents, so be prepared. The first day, I think we went through ten pair of underwear ... we just had him in a t-shirt and underwear. Every time he'd start going potty, I'd pick him up immediately and put him on the toilet. If he finished it in the toilet, we celebrated and celebrated big. Stickers, calling grandma, etc. We never made him feel bad for having an accident, but we made him feel fantastic for finishing the job in the toilet. I swear, something clicked and by the end of the second day, he was using the potty every time.