One of the most successful ways of getting rid of unwanted behaviours is to use the psychological behavioural technique of ignoring! Yes really ... ignoring. It works really quickly and is highly effective.
A mum I was visiting recently had tried this on her child but she felt like she was being a bad mum doing it. No I said, you've actually used a tried and tested psychological technique and yes, it worked really well for her. All you do is ignore.
- No eye contact (read a book or a newspaper if you need to concentrate on something)
- No talking (not even to say 'I'm ignoring you' - all this does is reinforce the behaviour you're trying to get rid of!)
- No physical contact. If they're following you into the bedroom, walk around them and walk from room to room (purposefully) till it stops.
Here's a good read that goes into more detail and provides a really helpful guide on what to ask yourself before deciding to ignore behaviour ... http://raisingchildren.net.au/articles/systematic_ignoring.html