Night Night Baby

My darling daughter is amazing! She is smart, funny, beautiful perfect is just about everyway. My D.D will not sleep at night and she is driving me to the brink of insanity! She is over 2 years old and will just crawl out of bed and come in my room and ask for milk, to go play blocks, to read a story book, to turn on oomie zoomie and I do not know how to stop this. I have tried just bringing her back to bed and she cries and cries. I am willing to give her milk but usually that is not enough, I was under the impression that by this time we would be done with this shit. Mommy likes to sleep, I could sleep probably 2 days straight and be just fine but now I am lucky if I get 4 or 5 hours in a row. Also I feel like a horrible parent for letting her cry it out when I am not sleeping I am just sitting in bed listening to her cry. What the hell am I suppose to do? Any suggestions please feel free to lay them on me!!