I don't know how people can go so long without a full night's sleep. My son was easy and slept through the night on his own at just a few months of age. My daughter was not so easy. She did not want to ever go to sleep. No naps during the day after a couple months and wanted to be entertained or loved at all times. Once we realized that she didn't need to eat anymore at night, we knew we needed to train her to sleep more and get out of the habit of seeing us during the night.
The method we used didn't have a name at the time. It may be the Cry It Out method but we did not just ignore our baby. Instead, we would let her cry for 5 min. and then go in and physically lay her down and in a soothing, soft voice, one of us would tell her we loved her and to go to sleep and that we will be in our bedroom. Then we would let her cry 10 min. (torture for us, so we would have to take turns holding each other back) and after a full 10 min. we would go in and tell her again softly that it is time to go to bed and we would lay her down. Again, telling her the exact same thing. No long winded discourse on why, just simple and sweet, the same boring monologue. Then we would wait 15 min. and repeat the 5, 10, 15 if she woke again during the night. After 2 nights of her waking in the middle of the night and doing the same routine, she learned to put herself back to sleep. It took a 3rd night for her to go to bed without crying more than a minute or two, but we always made sure she knew we were there, we just weren't going to entertain her all night.
She learned that it wasn't worth waking us up as we weren't going to hold her, sing to her, rock her, etc. She was always one who needed her sleep, especially in high school, so I was glad she learned at a young age how to put herself back to sleep.
Of course, when our kids were sick or had a bad dream, one of us would go in and sleep with them. But kids were never allowed in our bed, unless it was a morning snuggle. That was for my husband to know that his needs were always important to me.