My oldest daughter was the worst. She'd pee in the potty, but was afraid to do anything else. It was REALLY frustrating. She thought it would hurt, and no matter how hard I tried to convince her it wouldn't hurt any more than it did in her diaper, she just wouldn't believe me. I tried everything and I mean EVERYTHING and nothing would work. I was beginning to think she'd go to school wearing diapers. At my wits end one day, I told her bad guys were going to take her if she didn't go in the potty (I know, it was HORRIBLE and I regretted it instantly) but I tell you what, she ran to the toilet and sat there until she went and we never had any issues after that. We did give her magic windows so the bad guys couldn't get her (we made them look like stained glass). My mother was horrified and to this day won't let me live it down..It was not one of my finest moments as a parent, but <sigh> it worked.
My son wasn't quite as stubborn. He just had no desire to and I really wanted to stop changing diapers (at that point, I'd been changing diapers daily for nearly 10 years straight

(with about a year of having 2 in diapers) I just wanted it done. He wanted a guitar for Christmas and I told him Santa wouldn't bring guitars to babies, only to big boys and big boys didn't wear diapers (mind you this was after months of trying to get him to use the potty) At that point, he went and put on his underwear and started using the potty. No accidents (just bad aim), no more diapers. I was happy and he got a guitar for Christmas.
We had a no more diapers party that year. It was WONDERUL! LOL