D.S.
Hi J., I feel your pain! I have a 4 1/2 year old little girl and we've pretty much always have had sleep issues with her. What we do now is we have a "nightmare spray". I had some lavender pillow spray that someone had given to me when I was pregnant (Bath & Body Works). I spray it on her pillow everynight before she goes to bed or if she takes a nap. It helps a lot. We tell her it will help her sleep, to relax, and will chase away all the nightmares and/or bad things. She will still come out of her room before she finally goes to sleep about 2-3 times a week and she still comes into our room 2 or 3 nights/mornings a week due to "nightmares", but it's A LOT better than it used to be! Oh, she also sleeps with a radio/CD on. She sleeps with the speaker right in her bed with her-right next to her ear! She insists on having it that way. If it helps her sleep then we're all for it!!
I hope this helps! Good luck!!