Hi! I'm S. and mom to two little girls (6 and 4). I also teach a Sibling Class to help families prepare for a new member!
So, here's my advice: (you may have already done some of these things but keep reading)
1. Make your son's room special. Let him choose new bedding or the new color of the room (within a selection of your choosing, of course), new pillows, decorations, etc. It does NOT require that you spend a lot of money...keep it simple but make it special.
2. Involve your son in the cleaning of his room and making of bed in the morning. Make his room a very special place (even rearrange it with his help)
3. Tell him, at bedtime, that he may come in and sleep in your room BUT he may not bring his pillow, blanket, favorite sleep toy, etc. as those things belong in HIS room. So, when he comes in your room, make sure he's not brought anything with him and offer him a small towel (hand towel) for his blanket OR pillow. The goal is to make it very unpleasant in your room. Also, don't dress him in his warmest pjs at this time. Just a t-shirt and his underwear will do well.
4. Also, tell him, at bedtime, that there's a new plan. Each night that he stays in his room ALL night long, he gets a sticker. When he's gotten 5 stickers (that he gets to put on the door of his room) then you will do something special (have a party, go to the zoo, go to the playground, go to the library, take a walk, etc). Try to avoid buying something. He'd much rather do something with his parents!
5. BE CONSISTENT AND FIRM AND DON'T BUDGE. This is key! You may loose sleep worrying that he's freezing but remember that he's 4! He has the ability to get up and go back to his bed!
B., you're a good mom and it's easy to see that. If you get this under control now, it will save you sleep and heart ache later!
Good luck!