Hi S.,
My daughter started doing that last month. She's only 19 months (started climbing out at 18 months). We've had the crib tent on for the last month and it's worked great. The one we bought has velcro ties, but they don't fit around our crib railings so we had to double-knot the string ties. It does make her mad, but she sleeps all night in her crib. We couldn't find a crib tent in a store near us, but I was able to order one from Wal-Mart online and they shipped it to the store closest to us. It was around $50.
My mom said she moved me to a toddler bed at this age, but I'm more afraid that my daughter will keep coming into bed with us all night (I can't sleep if she's there next to me nursing, which she wants to do if I'm sleeping with her).
If you decide to move her into a toddler bed, there are things you can do to train her to sleep in her bed. I like the book "Healthy Sleep Habits, Happy Child". The doctor recommends establishing sleep rules, and going over them with the child. You make a big poster that says "Eve's Sleep Rules" (using your daughter's name), and decorate it with whatever she's into. You put on the poster:
At bedtime we...
1. Stay in bed
2. Close our eyes
3. Stay very quiet
4. Go to sleep
He also advocates the "silent return to sleep", which is similar to what Supernanny does. The first time they get up, you say "it's night-night time, darling" and put them back to bed. The second time you're a bit more firm, and say "it's night-night time" (no darling). The third time, you don't speak to them at all because the interaction is what they're looking for. You just keep picking them up and putting them back in bed without talking to them.
You can also either close the door or put up a baby gate in her doorway, let her fall asleep on the floor or wherever, and then put her back in her bed after she's asleep.
You might also try letting her pick out Elmo sheets (or whatever she's into) for her "big girl bed".
Good luck!