Is he leaving his room or getting up and staying in his room?
If he is leaving his room, you need to return him to his bed every time saying "It is tome to sleep." NEVER give in. All it will take is one time and he will know he can wear you guys down. Some people will put up a baby gate and actually stack them one on top of the other so children cannot climb over it.
Each time you say good night, remind him, "it is time to sleep, do not get out of your bed." Make sure he has his lovey and play some quiet music. He just needs to get used to this transition and your repetitive actions. This will teach him you are serious.
My mom taught our daughter how to relax her body, starting with the top of her head.. She would lightly touch daughters head and say, "rest your head", then move to her forehead with a light touch, "rest your forehead", "rest your eyes", "rest your nose".. All the way down to her feet. After a few nights, it only took, "rest your head" and Poof, our daughter would be out..