Bedtime Woes

When Avery turned two we decided it was time to put her in a big girl bed. I really didn't want to but Madelyn was going to be needing the crib in only a few months so we made the leap. I thought I would never survive. I remember sitting at the top of the stairs balling while Avery sat screaming in her bedroom because we had to close the door to keep her in. We would threaten to close the door or put up the gate if she got out of bed and it soon convinced her.
Well, here we go again. Madelyn has learned how to climb out of her crib. We are having serious problems because she isn't getting the fact that if gets out of bed we close the door. And she is furious that we keep closing the door. Madelyn is so tired and irritable from getting up an hour and a half early standing at the door screaming and going to bed an hour late standing at the door screaming. Nap-time is an issue now too. I am exhausted.
Does anyone have any suggestions?
Also, what is your opinion about sharing rooms? I would like Avery and Madelyn to share a room but I only have one queen bed that Avery currently sleeps in. I would like to keep the queen so that I have a place for company to sleep but is it too awkward to have the little girls share the same bed. Would that hurt or help my problem? I am afraid that Madelyn is such a wild sleeper that she will beat up Avery. I also worry that they will get each other up even earlier. What is your take?