I have a son that will be 3 in March. He started climbing out of his crib at about 19 months. I did everything by the book. I must have the most stubborn child alive. I would pick him up, not say a word, and put him back in. I swear he would climb out 40 times a night (I actually counted one time). Anyway I dont' think my friends even believed me until one day he was in his room for a nap and a friend came over. While she sat in the living room he climbed out of his crib 19 times in one hour.
Eventually I put him in a big boy bed as I was afraid he would get hurt climbing out. Of course he just came right to my bed every time he woke up. I again tried everything I see on "The Nanny" :) Just turned his little bottom around and marched him back, no talking, no kisses. This continued with him getting up about 7 times a night for about 2 weeks. I gave in and let him sleep with me at that point. I'm recently divorced and it was just too much.
Well this little bugger is all over me in bed, plays with my hair, kisses me (or at least tries to, usually end up givng me a head butt), kicks me, drives his litte toes under my stomach. Such a stinker, neither of us was getting any sleep. So I asked my doctor, whom I love by the way, and he said you have to shut him in his room. He will cry one night and then be done. NO WAY. I could not do it. So 6 more months of no sleep for mommy. I tried putting an air mattress in my room on the floor for him, climbed up with me. I was seeking advice at the grocery store. Nothing worked. We tried toddler bed, full sized bed, new pillows, let him pick a new comfortor: nothing worked.
Well as I thought I was going to lose my mind. . . so I said I would try it ONE time. I shut his door, put the TV monitor on him so I could see him, and went to bed. He got up and was so mad at me. He yelled, he cried, he tried pretending like he was funny, throwing out knock knock jokes "mommy, knock, knock, who's there, its me, I"m in my room, come and get me". I was absolutely balling. It lasted about 20 mintues, I thought I would lose my mind, worst 20 mintues of my life. He looked around, got back in bed and went to sleep. Got up at 8:00am the next day, called for me and I went in to get him.
I've Told him to stay in bed until the sun comes up. Its been 1 month and that little guy of mine has not gotten up one time since the first night. He is not afraid of his room, he goes to bed no problem. He gets up and yells for me and says "its morning, sun's up" at about 7am every day. No drama, no hassles.
Point is... try everything you can to not shut the door. Your child may be less stubborn then mine. But as I learned sometimes you might have to try something to stay sane. I honestly could say it went completely against my mothering instincts. I am so in favor of following your motherly instincts. This is the one time I did not and we are both much happier now that I did this. A well rested child is a happy child. Good luck.