Sounds like you haven't been consistant enough for long enough.
We had our oldest in our bed for a LONG time because she had a fibral seizure when she was less than a year old, and it scared us to death. Once the temperature spikes seemed to not be quite as strong, and we had a second child, it didn't seem fair that the oldest got to sleep with us while the youngest slept in a crib.
SO, when the youngest turned about 18 months, we got the room all set up (it was already painted and had appropriate furniture, we just rearranged everything) and put in a humidifier that has a night-light shining through the tank (Sunbeam). We told her on Thursday night (we wanted to make sure to do this over a weekend because we both work Monday-Friday) that starting the next night (Friday), she and her sister were going to sleep in their own special beds in their own room! So she knew she had one more night with us, and then it would be in her own room.
We have had a few occasions since then where she's slept with us only because one night she sounded like she was going to be croupy (we ended up taking her to the hospital for a special breathing treatment) and when she and I had that stomach virus that's going around (DH spent the night in the girls room with the youngest so at least those who were well (or better than we were) could try to get a decent nights sleep).
Anyway - the point is that she sleeps in her bed, and she has occasionally said, "I want to sleep in here." I'll tell her, "I know you do, but this is Mommy and Daddy's bed." Sometimes when the youngest is asleep for a nap, we'll have "quiet time" in our room - she'll have her buddies and her blanket, and maybe a toy or two, and we'll watch some of her favorite shows.
Most of the techniques I've seen usually take one night, two at the most. You start by developing a night-time routine, and then tell them goodnight. Every time they get up out of bed, put them back without saying a word, and keep doing it until they stay. End of story. It might take 2-3 hours, and I've heard of it taking longer.
I will tell you that that worked with us until a couple nights, she had some really bad dreams. So now when we go into her room, we'll read a few stories, do some shadow puppets, and then we talk for a minute or two - I'll tell her all the wonderful things she did that day that were a big help, and will stay with her for about 10 minutes (on the end of the bed) until she gets settled, and then walk out. She'll grab my hand sometimes just to make sure I'm there. It never takes longer than 10 minutes, and she stays in her bed, except to go potty, through the night.
For what it's worth....and good luck.