We just put her straight to a full size bed. We have a rail but we dont use it. We just havent put the matress set on a frame yet, so if she did fall (which she has yet to do) it wouldnt be a far fall.
DS went straight from his crib to a twin size. We don't intend to "upgrade" him to full-size, but had we intended that we would have gone straight from crib to full. We got him a mattress and boxspring and keep them on the floor, no frame or anything. Since it's very low, there are no rails, either. When he gets a little older we'll buy him a bedroom set, but for now it's been working out perfectly. He's been in the twin bed since he was 19 months old.
DD#2 went straight from a crib to a twin bed. I would have loved to move her (or DD#1) to a full just because it's nice to have the bigger bed when you have guests or something, but the girls share a room. We did put a rail on DD#2's bed on one side and the other side is against the wall. She slept on a bed (with DD#1) when we traveled this summer and fell out twice (in one night). We put pillows next to her after that and she was fine. She just needed something to tell her where the edge was. It just seemed easier to put a rail on her twin bed when we moved her until she got used to the bed and where the edges were.
Re: Did anyone go from crib to twin to full bed?
C has been in a twin since 20m. It is a daybed with a rail and a tent for fun.
Why switch to a full from a twin? I slept in a twin bed until I was married.