We had the same problem with our daughter, age 4. We started with the toddler bed in our room, and when that finally stuck, we moved it into her room. She started coming back to our bed, so I made a calendar with the title "Anika sleeps in her own bed!"
We had used this for potty training -- success get a sticker on that day. She would do anything for a sticker, it seemed.
Now she only comes to our room when she's had a bad dream.
Our son (age 2), however, requires more incentive. We're working on potty training, and the sticker on the calendar was not motiviation enough -- so he gets a peanut M&M, too, when he goes in the potty. (This is only at home, as he is in daycare during the day.)
If you have Microsoft Publisher on your computer, you can easily make a calendar, add some appropriate clip art and a title, and you've got yourself a calendar for charting those accomplishments! I'm sure there's other programs out there as well for this.
Good luck!
S.