From the first night that your little one moves from his crib to his bed, you must lay down the rules. Remind your son that he has this awesome new bed because he's a big boy now. Along with that comes responsibility and a few rules. The first rule is that he must call for you if he wants to get out of bed. Initially, he will likely call for you a lot, but the first step is that he's not allowed to get out of bed without your approval.
If you find that he starts calling for you too much, explain that the next rule is that there are only certain times when he can ask for you. If he's having a bad dream or feels afraid he can certainly call for you. Or, if he has to go to the bathroom, although be sure he uses the bathroom before bed to help avoid that problem. Give him a small drink before bed so he doesn't wake up thirsty.
No doubt, he will cry for you in the middle of the night and tell you he's scared, because he wants to come into your bed. At all costs, try to avoid that. It's easier at times to let him, but once he enjoys the comfort of snuggling with Mommy and Daddy in bed, it will be very hard to wean him of the privilege. Of course, there are special circumstances, such as a loud, scary storm, where you welcome a family bed, but you have to put your foot down on most other occasions.
When he does call you, it’s important for you to go into his room to ask him what's wrong, instead of letting him come into your room. If he says he had a scary dream, let him tell you about it. Reassure him that it was just a dream and he's very safe. You can even look under his bed and in his closet to prove it.
Be sure to place a nightlight by his bed so he can see his surroundings. Tell your little guy that you'll stay with him for five minutes until he falls back asleep, but you are very tired and you need to go back to sleep too. If he doesn't fall asleep in five minutes and starts to cry when you try to leave, tell him that you will wait out in the hall for five more minutes, but then you are going to your own bed by yourself. Try placing a clock by his bed so you can show him exactly what five minutes means.
I know that it is so much easier to give in, but if you set the ground rules right away, he will understand that he has no choice. Then, on the special occasions when you allow him in your bed, he will know that it is truly special.
I have also had parents tell me that they allowed their child in their room, but the child had to lay on a blanket on the floor. This worked for them, although I don't really see the distinction between the floor and the bed. I believe it’s more important to set the boundary that his room is where he sleeps and your room is where you sleep.