Yes you have achieved a lot getting them in their own beds at bedtime - well done!
I know how you feel with them waking in the night and coming through to you and I am like you, I just pick my DS up and put him in bed with me and usually DH will get out and go and sleep in DS's bed - not the best idea, I know!
However, we have now stopped doing this and if he does come through (less and less these days) we just put him back in his own bed. He does moan a bit but after about 10 minutes goes back to sleep.
I warn you though... it is not easy (I'm just as lazy as you are ) but they soon learn that it is not "acceptable" behaviour (in the words of supernanny) and will stay put!
Honestly, it will get easier but like you say you do need to persevere. We started off having to lie on the bed with him at first and slowly try and creep out of the room but he always woke up due to creeky floorboards! Then we stopped lying down with him and left him to it and he soon learnt that he wasn't going to 'win'. IYSWIM!