I have a 2.5 yo daughter and we went through the same thing. It's going to take some time and you being consistent on your part. We all suffered from sleep deprivation during this transition, but the outcome was great!
There were nights we let her sleep with us b/c we were all so exhausted. I developed a nightly routine for her and that seemed to help. 1st, I would tell her what we are about to do such as bath, put on jammies, read a book(2), say prayers and get a kiss goodnight. After the routine for a week or so, she started getting a little more comfortable with the idea of sleeping in her own room. She did wake at 2:30 every morning for some odd reason and wanted to come in our room. I would let her b/c taking her back to her room only created crying episodes and she was LOUD!
So after another week, the 2:30 wakings became less and less. I made her room a fun place to be by decorating it and hanging out in during the day to get her comfortable and talked about the "BIG GIRL" bed. Like I stated earlier, it will take some time...just don't give up and BE CONSISTENT.
My daughter still likes to sleep with us, but I don't make it a habit. She sleeps with us at least 1 night a week. She likes her bed now and we still have the same routine.
GL!