My ds will be 6yo next week, and he still wears pull-ups to bed (good nights actually - they catch more pee). He has had the daytime ability to hold his urine since 18 months old (but he officially trained at 3.75yo... that has to be the longest 'potty training period' on record!

(funny now, but at the time for me it was more like

and

(that's me asking everyone and anyone i could for tips, advice, etc). But it came in time, just like the doctor said it would. Oh, and some of the advice i got was unbelievable - someone said to spank him at 3yo for wetting his pants
He went for months once around 4yo without wetting overnight, then started wetting again once a week or so. We family-bed, so good-nights are the way to go for me till he doesn't wet for about a year. If he was in his own little bed and I could triple-sheet it with the waterproof pads inbetween, i might do that, but only if he wanted to try. I'm not worried about it at all (it's so nice to finally be in this place of not worrying... took me a while!)
So i'd say at 4yo, definitely don't worry and put on the good-nights.
OH, and we re-use the goodnights till he pees, or they're too stretched out to 'work', which usually takes 5 nights or so. They don't get yucky by him just sleeping in them if he's dry.