When we moved our daughter from the crib to a twin sized bed, she was in our room many times each night. What we did was get up, without saying anything to her, and put her back in her bed. You may have to do this 30 times (or more!) depending on the stubbornness of your child. But eventually he will get the message that he is to stay in his bed. It's important that you don't yell at him or talk to him or interact with him in any way, because that is just reinforcing that if he gets up, he gets your attention.
We also put a sleeping bag and pillow on the floor of our room and told Emily that she could sleep there if she got scared at night. She was to come into our room as quietly as possible, get into her sleeping bag, and go to sleep. Once she realized that she wasn't getting into bed with us, she stopped coming in.
If your son is anything like my daughter, he'll start sleeping through the night when he is ready. Emily is almost 3 and has just recently started sleeping through--well, actually she does wake up once in a while but she has finally learned to find a comfortable position, put her covers back on, and go back to sleep. I know that is not very comforting but believe me, this, too, shall pass. Good luck from another tired mom!