We started over the holidays moving my daughter to her big girl bed. I will disclaim this by saying my kiddo is just about 18 months old. This may seem young but she was ready. She asked for bed, would get frustrated if we didn't get to the bed to put her into it, etc. Also, we're having a c-section in a few days to deliver our second baby so when my little one showed interest in a big girl bed we jumped at the opportunity to not have to lift her into the crib anymore. The first 3 weeks or so were awesome. She stayed in bed, went to sleep efficiently, though naps did suffer. Then BAM! Everything fell apart when she realized she really could get out of bed. :-P
Naps have -always- been tricky for us so I set a time limit. "Naptime" is 2 hours even if it takes her 45 minutes to go to sleep. I did this more for my own sanity than hers. There have been days she just wouldn't go down and I needed to know for myself how long to keep at it.
Bedtime is a lot easier for us because you keep trying until, well, morning.
Our (hopefully) winning solution was defining for her bed and play. She loves her pacy and blanket. If she gets out of bed, we don't let her take the items with her. In fact, we take them away. I give her one minute of complaining and then tell her to 'lay down', which means in bed, laying down, on her pillow. Then I give everything back and tuck her back in.
Before anyone yells, trust me, I was nervous about this approach. It seems harsh. What I can say though is we went from it taking her 45 minutes to go down IF she went at all to 11 minutes down with an hour and a half or longer nap - consistently. I normally only have to pull the pacy once.
Oh, we have an Itzbeen timer. So I run one timer for the overall naptime and one timer for the "session". This lets me know, for example, that today it took her 4 minutes after I laid her down before she got up the first time, when I lay her back down I reset the session timer. So now I can glance at my timer and see that today took us about 12 minutes overall to get to sleep. VERY useful information if you want to track how your method is working.
I'm so proud of my daughter. We've used this method for almost two weeks now and not only is she consistently getting a nap again (something that had stopped during the 3 week honeymoon period) but she went to bed immediately last night, no fussing or playing at all.
We have found her curled up on her blanket in the hallway a couple times and my DH will help her back to bed, but otherwise she doesn't wander - and even if she wanted to we put the baby gate up between the bedrooms' hallway and the rest of the house.
I have to say, this was one of the best things we did for our family. My daughter feels like she has some independence and we get a few extra minutes of sleep every morning since she doesn't wake up and yell. She just comes and cuddles us awake. :-D
GOOD LUCK!