Funny that you mentioned you need a Supernanny because you know what she would do! She would make you put the kids in bed consistently for at least 3 nights in a row until the behavior stuck. I remember watching those shows and how horrible it was for the parents. (I think it would be easier to start on a weekend, even though that's why YOU are most likely to allow them to just stay in your bed.)
Anyway, not wanting to be an advocate for having a TV show solve your problems, I have to recommend any book by Tracy Hogg, the "baby whisperer." She does that same 3 night routine with infants and it works wonders. And yes, the first night it definitely would seem easier to just let them sleep with you. However, by the 2nd night the time spent crying is cut in half and by the third night the baby just stirs a little and then falls back to sleep. The baby whisperer is not an advocate of just letting the kid cry it out on their own either. She will go in and comfort the child, but he or she must stay in his/her own bed.
Tracy Hogg has other books out: Secrets of the Baby Whisperer for Toddlers, I believe. There may be others too. My friends rave about these books and I may just purchase one myself instead of just getting it from the library.
Anyway, I think if you're willing to stick with it for a minimum of three days (possibly more), you're going to have weeks, months, and years of peaceful sleep for your hard work.
P.S. I wouldn't go sleeping in their beds if I were in that situation. Your bed is for you and your husband. Personally, I would probably start to feel some resentment if I had to move to another room.