Since she is 3 years old, I think she can understand more fully what you are asking of her, I also think that she would feel more betrayed with a method like Ferber, you wouldn't be giving her the credit she is due. Shes only known sleeping with you and now there is a new person in the bed and shes being asked to sleep alone.
In the situation I would probably do little transitions at a time. Im guessing she goes to bed sooner then you, so maybe lay with her to help her the first few nights. Maybe set a limit, alright mommy will lay with you for 15 minutes tonight... 10 tomorrow etc.
If she wants a light let her have a light, or let her pick a special stuffed animal or dolly to sleep with. Maybe have a reward of something big like if you sleep in your room X amounts of time, we can go to "fill in the blank" playland, or pick out a special toy. My kids love having me wind a music box, and it helps calm my 2 year old quickly, so that might be osmething to try.
Make a new special routine for bedtime, like you read her a book before going to bed.
I hope that this can help give you some ideas.