We just moved Katie (she was two in May) into her own bed. We moved to a new house, and told her that if she was really, really good, she'd get to have her very own room, with her very own big girl bed.
And after about a month in our new house, we told her that, if she was good that day, she'd get to sleep in her big girl bed that night. She got really excited about the *privilege*. When it came time for bed, we told her that she was going to get to sleep in her big girl bed, and that we were going to be SO proud of her, and have a big celebration the next day. I could tell she was intimidated by the idea of it, but she was willing to try it. I stayed with her until she fell asleep, and then straightened up her room before I snuck out. As I was sneaking out, she woke up part way, and I told her I was going down stairs, but I would check on her later. That seemed to pacify her, and she went back to sleep. That first night, she slept over 13 hours in her bed, without waking. Since then (it has been about a week and a half), she has slept in her bed every night, and has slept the whole night through almost every night.
Oh, and the day after the first night in her new bed, we took her to an amusement park - so she did get a really big reward for it.