Hi, here's what's worked for me and others.. It can work if you're religious or not, it just needs modification.
If you're religious have your child ask God/Jesus every night to make a circle around him for protection and to stay with him in his circle. Tell your son that when Jesus makes a protection circle, nothing can come indside of it. I learned this trick when I was young and it worked very well for me. It gave me a very real sense of peace and safety and I was able to conquer my fear of the dark and of being alone in this way.
If you're not religious, you could tell your child that he has the power to do it himself. That we all have the power to allow no one and nothing into our special circle when we are afraid. Have him imagine a circle around himself that nothing bad can come inside of. Also I would make sure that he has plenty of "company" in the way of stuffed animals. My son sleeps with a veritable army of them. They are all his friends with made up personalities, families and everything. This helps him to feel like he's not alone. My son is now six and he knows that it's just make believe, but he still treats his friends like they're real. Especially his special dog Gus who my son always makes sure is comfy and has a breathing hole when we're traveling anywhere. I believe that they invest part of themselves in these objects and it makes them true friends although they are inanimate.
And finally, when your son is feeling a little better about sleeping by himself, I would make it clear to him that he's a big boy now and since he doesn't have anything to be afraid of he can sleep in his own bed all night. I agree that you should let him know, gently, that it's hard on you when he comes to bed.
Best of luck!