What was your philosophy when it came to babies and sleeping? Did you do a sleep training program (Babywise, Ferber, etc.)? If so, when did you start? Did you soothe your babies to sleep?
This is a great question--one that I think every Mom faces at some point during their child's infancy. If you had asked me this with my first child, I would have had an absolute, no-questions-asked response. However, now that I've had two, I've become aware of my fantastical ability to stick my foot in my mouth.
Based on extensive research (aka having two children), I can say, with confidence, that every child is different. However, there are some general principles in which I believe that provide a sort of rough outline as to how I approach parenting at this stage: Consistency and routine. Not scheduling, but not winging it, either (well, not winging it every day, at least ... ha ha). When Cub was a baby, he put himself on an easy routine, simply because he was breastfed. Every three hours, my milk let down on its own (how crazy is that) and I knew it was time for him to eat. Badda-bing, badda-boom! Very easy. With Naomi, she was more of a hard case to crack. She was fussier and wouldn't stay on a routine, but then would suddenly fall asleep while playing on the floor. Totally random. When she was around seven months old, a routine finally stuck and she's done great with it ever since.
I am a huge advocate of the consistent pattern of "Feed Wake Sleep" or "Eat Activity Sleep". I think it's important for babies to learn to fall asleep on their own, without needing a bottle. Sometimes this happens from Day One, sometimes it doesn't happen until a few months down the road. I do think "crying it out" is okay to some degree. I think it's good for babies to feel confident falling asleep on their own. However, I do believe there is a right way and a wrong way to do this. I don't believe in shutting the door and letting your baby scream for two hours. I do believe in shutting the door and letting your baby cry for ten minutes, and then you go and check on them, and maybe they cry for ten more minutes, then you check on them. Again, every baby is different. I think rocking and snuggling is immensely important and should be done, no matter what your philosophy. But when it comes to actually falling asleep, in our family, we advocate falling asleep on your own (after lots of rocking and snuggling).
I think it's just important to look down the road and envision how you want things to be. We let Cub fuss himself to sleep at an early age and it paid off as time went on. I always rocked him before bed, but would lay him down just before he fell asleep. Sometimes he hated it, but eventually he started drifting off on his own with no problem. But, it was a battle I chose to contend with early on rather than later. Having a five month old fuss before bed is way easier than having a one year old scream from their crib. Or a two year old, for that matter. Again, this is just what my experience has shown me--maybe another Mom's experience has shown her something else.
As far as when to start, that's something you as the Mom need to decide. Get to know your baby and know his/her needs. Cub was a super-chill baby and did great fussing it out at around two months old. Naomi dealt with stomach troubles and just seemed a little more fragile to me, and we didn't officially let her fuss it out until she was several months old. Maybe we could have started sooner, but my intuition told me otherwise. Both babies fall asleep great on their own (although they both can still be rocked to sleep, which the grandparents especially appreciate!). There just needs to be a good balance of "What are your needs?" and "Welcome to our family, this is how we operate!"
One book I loved was Secrets of a Baby Whisperer. I read BabyWise and used some of its principles when Naomi was an older infant, but I do not agree with their somewhat heart-less approach to scheduling. But, that's just my opinion! I think it's immensely important to get to know your baby--to read their cues and learn their mannerisms to make sure you're laying them down when they're actually tired, and so on. Baby Whisperer encourages this and I love it.
Oh, one more thing! As far as soothing goes, Cub spit out his pacifier at one month and chose his thumb. He still sucks his thumb, but only when he has his sleep toy, Nigh-Nigh (a very loved and well-worn stuffed lion). We made it a point to teach Cub to put Nigh-Nigh back in his crib after he woke up, so he knew Nigh-Nigh was only for sleeping. I think this helped to keep him from sucking his thumb any other time, since Nigh-Nigh was always out of reach. With Naomi, she loves her pacifier, so that's how she soothes. When she's two, the paci goes (that's the plan, anyway!).
I hope that answered your questions! Sorry for the very long response. :)
Have a lovely day!