Here is some good advice from a mother that had a DD that did not sleep through the night until she was 3 years old.
The 9 step program:
You must get up and run over to them if the sound of their breathing changes, before they even make a peep, because you still feel connected at the belly button and you have sonic hearing which kicked in immediately after the delivery. You can also hear the train whistle from 20 miles away now.
When they cry, pick them up immediately and comfort them. Then place the baby between you and your husband so that she can rest peacefully and feel the rhythum of your heart and breath. They want to go back into the womb and so do you.
After they have been sleeping between the two of you or next to you for at least the next 3 to 3 1/2 years, then you can move them to their own bed. Oh...also, don't ween them from the bottle until they are at least 3 years old, this way you can never get an uninterrupted night of sleep until they are at least 3. (you just get their front teeth capped and everything will be alright)
After you move them to their own bed, sleep with them all night for the first month so that they get used to this transition without any trauma or complaining. Make sure they get used to all the new sounds and are NEVER afraid of anything.
After the first month, leave the bed as soon as they fall asleep. If they wake up in the middle of night, allow them to join you on your side of the bed and cuddle them and ask them to tell you all about their bad dream. Make sure you ask them if they want a drink. You never, ever want to see them curled up crying outside your bedroom door with their own blanket, this would be terrible for their self-esteem!
When they don't want to sleep in their own bed even if you lay there with them for 45 minutes, allow them to come back and sleep with you in your bed for an additional year.
When they start kindergarten (age 5 here), introduce them back to their beds again. Follow instructions from lines above.
Ignore husband's pleas to get his bedroom back. Ignore his questions when he asks, "Don't you think it is time for her to be sleeping in her own bed?" Time passes quickly.....
Age 9: Mommie, can you just lay down with me for a few minutes tonight???
This technique has proven quite effective for me as you can see.