We put a sports bottle (the kind with a built-in straw, that disassembles to go in the dishwasher) in my daughter's crib, and later on her bedside table with water. She has a nightlight that charges during the day, but unplugs to go to bed with her at night (MOBI Tykelight - looks vaguely like a person - available at Wal-Mart in the baby section). She was allowed to take a stuffed animal and a soft book to bed with her. Lotion happens right after bath, period. This still got us "I need...um..." Right. If the kiddo can't think of what s/he needs, then s/he doesn't need it.
Story, allergy meds, brush teeth. She gets held up to turn the light off herself. Hugs, kiss, nuzzle from mom, then dad. Say goodnight. Leave. Kiddo cries - go in after three minutes, say goodnight, leave. Repeat at 5 minutes, then 7, then 9. (AKA the Ferber Method.) He'll get the idea. It really only takes about three days for a kid to develop a new habit, if done consistently. We've been doing this routine for three+ years.
Now that our daughter is older (almost 4), we've relaxed things a little bit. She has a lamp she can turn on/off by herself, and she's allowed to sleep with her door open. If she leaves her room, though, the door gets closed. But we don't mind if she gets up to get another stuffed animal or book or whatever, as long as she doesn't leave the room. Unless it's to go potty.
Hang in there, mom! It'll turn out allright!