We are going through some of this right now. My son, 22 months, was a great sleeper, still liked his crib, and hadn't climbed out yet, but with a new baby arriving in a month we wanted to get him out of the crib. I'd had both the crib and the bed in his room for about a month. He liked to read books in the bed, but always chose the crib to sleep, so it disappeared one day while he was at grandmas. He didn't get upset as I thought he would, but he did sleep on the floor for 2 days. I thought he was in his bed because he was completly quiet, but when I'd look in, he was on the hard wood floor.
Now he sleeps in the bed, but gets out and fools around in his room after I leave. I lock him in his room as a previous owner conviently put a lock on the outside of the door. I know some people object to that, but I don't get why. He was "locked" in his crib for a year and a half, what's the difference? My husband is stricter about him staying in his bed than me. He spent an hour the other afternoon, putting him back in over and over. In the end the kid got so worn out he went to sleep. He was doing it again the other night, so we took turns going in telling him sternly that it was time to sleep and tucking him in. That took about 3 or four times. I think that eventually it will get better. He's exploring his new found freedom. . . . Anyway, not sure I gave you any answers and I'm looking for some myself, but thought it might interest you to know our experience.