My daughter started whining a month after she turned 3. I heeded my Family Practioners advice (she has a daughter, so she knows what she is talking about). She advised me to say "I can't hear your" when my daughter started whining, and it works. It goes along with the ear surgery story. My daughter only whined a bit before she learned that it wouldn't work. I still use that phrase occasionally, but I haven't had to use it so much. It was hard to say at first, but then it becomes second nature to say whenever someone is whining.
You might also want to explore creating a good behaviour chart to encourage your daughter to sleep in her own bed. If she falls asleep in her bed, she gets a star; if she stays in her bed, she gets another star. After she has earned so many stars (say 14 for a whole week of sleeping well), she can earn a special treat or activity. I know there is a book about using charts to modifiy behaviour; ask at your library to see if they have it (keywords: charts, behaviour modification). Also, try putting yourself into time out instead of your daughter. If she is being awful, you go to a quiet spot and ignore her. It drives kids crazy, and for me at least, works instantly.
SuperNanny encourages you to put children back into bed when they get out, no matter how much they cry. I guess they eventually pass out from exhaustion; then they learn that sleeping in their own bed is the way it is going to be. Maybe over the weekend start retraining her to sleep in her bed. Everytime she gets out, you have to put her back in, no matter how much she cries about it.
I'll probably get into trouble for saying this. I truly believe that dog training and child rearing are not that dissimiliar. Parents have to be in charge, consistent, fair and kind. Right now your daughter is trying to train you into giving her her own way, much like a dog will take advantage of you if you aren't aware of what they are up to. Also, you can help your daughter develop into a person you and others will like, you don't have to just abandon her to nature.
When my daughter was born she didn't sleep for three months. I thought she would be a terrible sleeper, like I was as a child. But by working with her and giving her a good routine she sleeps very well. My problem as a child is that my mom didn't realize that children have to be put to bed, she would just tell me to go to bed (like a three year old will do that).
Good luck with your daughter.