Blankies!

Most kids have some kind of comfort object that they become attached to -- a blanket, a pacifier, a stuffed animal.

Comfort objects are really great for learning to deal with stress, learning to sleep on one's own and deal with new situations. But I cannot recommend highly enough having at least two of whatever it is, in case it's lost. Our object is a blankie, and I sent it with our son on a sleepover with his grandparents, and it got left at a hotel. But luckily, we've been switching it out when we wash it, so we have a backup blankie, so I was able to "find" it. The same goes for the special toy as well.

I cannot tell you the number of stories I've heard about sleepless nights and frantic phone calls looking for a pacifier, toy, or whatever. It's an immense help to have a backup!

Now, kids can get overly attached to an object and feel like they can't face life without it -- so it's important to have boundaries for the object (blankie stays in bed or car, no stuffed toy goes to school, etc...) and make sure your kids have other ways to deal with stress (cuddling is great)