Personally, I think it's totally fine to let them wander a bit if the room is childproofed. Our rule was that Tyler had to stay in his room, but he was free to do what he wanted in his room until he was ready to sleep. We allowed quiet toys, like books and stuffed animals, so he could wind down on his own and that's still the way we do it. It's never been a problem (he's 4.5) and I like that his room is a place where he enjoys hanging out and having some time to himself. Think about it...once he gets older and doesn't nap anymore, you might want him to take quiet time in his room and play quietly by himself while your other LO is napping, KWIM?