L.G.
I'm like you I let my children sleep in My bed as well. But when it came time for them to sleep in their own bed because they were getting to big to sleep with Mommmy and Daddy it was hard. What I did to get them to sleep in their own big bed is My husband and I made a big deal about it. We tried to get our children excited about it. We even let them pick out their new sheets, pillowcase, and blankets for their big kids bed. We even told them that all big kids slept in their own room all night and they really wanted to be big kids. I had no problem with my daughter. However it took some work with my son. For him we had to get him a night light because he said he was scared of sleeping in his room by himself. He complained about monsters, dinos, and ghost bothering him at night. After giving him a night light and reassuring him that the night light would scare them away because they don't like light. It worked. However every once in awhile they will come and climb in bed with us.
Good luck. I hope this helps you out.