First, decide ultimately what you want.
Do you want these night time visits to stop permanently or are you okay with them coming to your bed? I'm not asking so I can judge your decision; only you know your situation and what is best for your family. You do, however, need to make a decision one way or another and stick with it. They're either going to be allowed in their bed or they're not going to be allowed in the bed.
Since your post sounds like you are trying to get them out of your bed and into your own, you should use the 'jack-in-the-box' technique. If you've ever watched Super Nanny or read "Healthy Sleep Habits, Happy Child", you're familiar with it.
At 4 years old, if you decide it is time for them to be in their own bed then they are old enough to process that and comply with the changes and expectations. As a parent, you have to hold your children to those expectations and not waver (if you decide you are done with them in your bed).
They come into your bed, you take them back. They come into your bed, you take them back. Rinse, repeat, rinse, repeat. Do NOT get emotional or angry. Do NOT try to justify. No eye contact, no talking, nothing. You want to make the trip back to bed as boring, unemotional, and uneventful as possible. Do not give them any audience...the last thing you want to do is get them all riled up.
Prepare them before you start. Tell them something like "Mommy and Daddy are starting a new rule. After we get ready for bed, you are to stay in your bed and go to sleep." And follow through because if you state the new rule but give in, your kids learn that pestering you ultimately gets them what they want.
The first night, expect to have to make several return trips to the bed. Count them if you need to. The second night could be better or could be worse, depending on how strong-willed your children are. The third night it should be better. What you are trying to accomplish is to teach your children that you have set an expectation and you will be following through with it and no amount of whining, crying, begging, pleading, escaping, is going to change your mind. Period.
Whatever method you eventually choose, be consistent with it. You are trying to modify behavior and doing so takes time and adjustment. Good luck to you and happy sleeping!