M.L.
We have to lock our door, otherwise I will wake at 3 am with my 5 year old and 3 year old squirming all over me. (though on rare occasions we let them sleep with us on the couch when we are watching a late night movie).
We do all the 'proper' bedtime routines, lots of cuddling throughout the day and night, storytime, they even have a night light... but they still come. Once they figure out our door is locked, they cry for maybe a few minutes then go and tuck themselves back in bed.
On bad nights if the kids are sick or really scared, I leave a sleeping bag on the floor at the foot of the bed and let them lay there. So long as they stay there and be quiet and go back to sleep, they can stay and it's okay for everyone.