Thanks, Meepycat. I agree about how it helps to get your brain doing some other stuff before going back to sleep. I try to do that with DD, too, but I like some of your ideas and I think I'll add in even more of them.
The reality is that sleeping in our room at 4 a.m. (the time she had her most recent nightmare±) isn't a big deal -- we're not working then. What I want to avoid is having her fall back into a pattern of wanting to be in our room all the time, since we just recently managed to end that pattern and we were all feeling good about it. (The Floppy Sleep Game CD rocks! Or is is it the Sleepy Flop Game? I always get mixed up.) But maybe they're two completely different issues -- I'm open to a policy that says, "You can come into our room in X situation/time but not Y situation/time." I just don't want to turn it into a constant begging/negotiating/explaining/reminding about the policy thing, and it feels like there's some risk of that. Of course I hated being alone and scared after a nightmare, too. I wasn't mad at my parents, but I was still scared.
I understand about not wanting to fall back into the pattern - when my 5yo daughter started having nightmares now and then, I worried that she would get into the habit of coming to our bed and we'd have to do the beg/negotiate...etc... For us, when she comes to our bed, no one sleeps well and we all get really cranky with each other. She knows that too, so when she has nightmares once and a while and asked to come in, I gently remind her of it! But I never ever leave her alone awake and scared. We get up, pee, have a drink of water, lots of hugs... Sometimes if she's really upset and says she doesn't want to be alone, I sit with her with her christmas lights on and we go through her whole basket of stuffed animals. I talk about each one, and line them all up against the wall on her bed and say how they're all there to keep her company. We call them her friends. One at a time, the bear goes to sit with curious george, the duck with the doll...etc. Even if it takes an hour before I can go back to bed, it's worth it because we will all sleep better. She really likes it, she turns over to face the wall with all her friends lined up with her. I leave the christmas lights on so she doesn't fall asleep in the dark. I always go back if she needs me. This seems to work well for us, everyone gets to sleep happily :)