Hi! My daughter is turning 3 this week and has been in her big girl bed for 2 weeks now, and we did not use rails. Her mattress is up on the box spring and it's pretty high -- she has to really try to climb up on it. We have her bed up against the wall along the side and the head. She fell out the very first night (but no big deal, no injuries!). I coached hubby on how to "tuck-in" the sheets and comforter (he didn't do it that first night), and she clearly learned to stay on the other side of the bed.
The negative I've heard about bed rails is that it makes it very difficult to sit on the bed and read to your child. I guess they don't come off easily.
She got out of bed the first couple nights, immediately after we put her to bed and left her room. But then we started using a really cool nightlight that glows as a moon at night and a sun during the morning. We instructed her that she cannot get out of bed if the moon is on -- and it works!!
Good luck!!