Patience! We have 4 children and they have all slept with us as babies and toddlers. We moved them out of our bed once the next baby came. Like potty training it takes persistance and isn't always easy, but they will get it.
Our youngest just turned 2 and sleeps with us now. When he was born we needed to get our daughter out of our bed for space. We promised her that if she fell asleep in her own bed for 10 nights and stayed there all night then she would get a princess room. This really built her confidence. My husband always put her to sleep and until recently he or I had to stay with her until she was sleeping. At the beginning we had many nights where we ended up with an extra in bed with us, but she doesn't do that anymore, unless she's scared from a dream or something.
Her princess room cost us about $150.00 for paint, curtains, princess decals, and a bed spread at Walmart. Well worth it to us. She loves her room.
We've done something like this for every child and all my children have healthy sleep habits and can put themselves to sleep. Don't expect it to happen overnight. It's normal to want to be near mommy and daddy. When we tried to pull away and not stay with her at night when she was falling asleep then she was much more likely to wake up and end up in bed with us. She needed to feel secure that we were close by. She knew we didn't stay with her all night, but just like us there as she was falling asleep. I remember being the same way when I was little.
Good Luck!