Parents magazine also had a recent article where they said something to the effect of "Don't be afraid to let your baby cry himself to sleep." and said something to the effect of how if you DON'T do that, they will never be able to soothe themselves to sleep. That was ridiculous. They stated it as a fact, but everyone is different. It suprised me that they were trying to scare people into trying CIO. I don't advise that method of sleep training.
Every baby is different, and there are also different methods of sleep training. There are methods like the No Cry Sleep Solution, which focus more on establishing a bedtime routine, and using whatever methods you need to soothe your baby while slowly weaning them off of those methods. But your question is if and when to start those "weaning" tricks.
This is a long post, just because I had so much trouble with my baby (now 8 m.o.) sleeping, and there was a constant nagging voice in the back of my head saying, "if you don't wean him off of this [rocking, nursing, paci, etc] now, it will be harder in the future". I read the NCSS and it seemed to make sense. But then I realized, why should I try to start weaning my baby off of those comforting sleep methods now? I will have to wean my baby off of rocking and nursing to sleep at some point, but will it be any harder when he's 2, 3, 4 or 5 than it is now? I mean, he certainly finds it soothing and comforting now, and needs it to sleep. So if I tried to wean him off of it now, I feel like it would be just as hard - or harder - than when he is older. At least with an older child, they understand you when you say, "Honey, I'm here. I'm just going to sit with you while you sleep, and then I'll leave the room, but I'll just be in the living room." A baby doesn't understand that. So for me, it's easier to nurse and rock my baby to sleep. I love doing it... it's our special bonding and cuddling time.
Now, there were days where I was exhausted, and when 2 and 3AM came around, and I had been up every 30 minutes all night, I wanted to pull out my hair. And I will admit: I was at my wits end for a while, and let my baby cry once at 2AM for 20 minutes, and then he fell asleep. And I let him cry a couple of times when I put him down for a nap. And he didn't fall asleep. And even if he would have fallen asleep, it made me feel really guilty, and I won't do that again. Make sure you have a really good support network, and if you and your partner need to work out some kind of shifts to avoid exhaustion, do it.
And until he was maybe 5 months old, my DS would wake up soon after I set him down after our bedtime rocking/nursing routine. Sometimes he would wake up every 15 minutes or every 30 minutes. And I would just snuggle and rock him and nurse him again if he wanted to.
Then one day at 5 months old or so, I nursed him and set him down. He opened his eyes wide and was awake. I left the room just to see what he would do, and he never made a sound. Ever since then, his first stretch of sleep at night has been amazing. He goes right to sleep whether he is awake or falls asleep nursing, and stays asleep for at least 3-4 hours. But this change came about in him. I really don't think I did anything to cause it. This was the same time that we stopped swaddling him at night because he could roll over both ways and he could make himself comfortable in bed. Now he doesn't sleep well in bed with us because I think he gets stuck next to me in the depression I make with my weight, and he's more comfortable with a lot of room to move around. (He likes to sprawl out and readjust a lot at night). But it took me a while to realize that he DOESN'T do better being all snuggled in next to me.
So the moral of my long story is that your baby's sleep habits will change, hopefully for the better, as he gets older. But there will be regressions and changes in his sleep patterns. And I think that as parents, we need to be there for our babies and if they need us to rock them to sleep, then we need to be there for them. And we need to constantly read their signs, and try our best to figure out how to meet their needs. My baby is now 8 months old and is turning into a little independent boy every second. I am relishing our nighttime routine, because it's a chance to savor my baby when he's not trying to scramble around the room or grab the spoon to feed himself. He's still my little baby. And I want to hold onto that.