There are several things you can do. Some people may think I am awful, but I will not get up to put my child back in his own bed. My son is now 5, and he will occasionally slip into my bed and I won't hear him. Even if I do wake up, I let him stay there because the more disturbed I am after waking, the more I cannot go back to sleep. You can praise your daughter when she makes it a whole night without coming in your bed. You can start out with giving tokens for each night she makes it without coming in your room. After so many tokens, you can take her to a movie, Chuck E. Cheese, McDonalds, etc. You can also let her know that sometimes it is okay to come to your room if she is scared, but I have a friend that told her children they would have to make a pallet on the floor and not get in their bed. Her children refused to sleep on the floor, so they stayed in their "comfortable" bed.
For the first 4 years, my son was always in our bed. My husband liked having him there, so it was hard keeping him out. He had some respiratory illnesses, so I didn't mind then, but when it happened all the time I would have horrible back aches from him sleeping against me. Thank God, he now sleeps in his own bed and comes in occasionally. I think it is fine for your children to snuggle in bed with you every now and then because those days will come to an end at some point. I just agree that it shouldn't be an every night thing.
Good Luck!!