I just saw an episode of the "Nanny 911!" show last week that adressed this specific subject! You might check out their archives. I believe the Nannys method of making them sleep alone, was to simply tell them that THEY HAD TO, firmly, yet lovingly...period. She consistently held her rule by doing this over and over, not giving in to their attempts to resist by whining, physical fits, badgering, guilt, temper, threat, martyrdom or the butter-up attempt. And they finally just did it! It was only agonizing for the mother of those kids.
I recommend a video series on encouraging good behavior/managing difficult behavior called 1-2-3 Magic by Dr. Thomas W. Phelan that can usually be borrowed from the local library. This "discipline" method has been a miricle for me and many other parents I know.