I did not sleep train either of my older children (4 and almost 2) nor will I train my 5 month old. All sleep well. I always nursed and/or rocked them to sleep, and once they weaned themselves I didn't always even rock them. Now they just lie down and go to sleep, though sometimes we lie down with them. For us, it was more important that our children see sleep as a happy, peaceful place and not one with any trauma. We have had no problems getting our children to sleep. What is important, I think, is ROUTINE. Bath, then cuddle and stories, and then drift off to sleep. I am a personal believer that we are parents 24 hours of the day and if my little ones sometimes need us to lie down with them because they are "scared" then I am happy to do it. But that's me.
A book I highly recommend is Elizabeth Pantley's The No Cry Sleep Solution. In it she emphasizes how important it is to log the sleep habits and analyze them later to see where you need to work on things. What are your goals?
Many many experts agree that sleep "training" should wait until 6 months of age. Sleeping through the night is not really that common in young infants, and "sleeping through the night" is considered a stretch of 5 hours! Not what WE necessarily want....LOL If sleeping all night long is your goal, I am not sure that I would be of any help - I nursed my babies at night if they needed that, and at 3 1/2 months old, my babies DEFINITELY needed it. I would think they would need formula overnight at that age, too.
Just my 2 cents. My kids are wonderful sleepers who do not give us trouble at night, but I believe it is because we use a routine and are ok with soothing them if they need it. At some point they know what it feels like to be soothed and sooth themselves. I don't believe that soothing your babies doesn't allow them to learn self-soothing. Mine learned that just fine! I feel that my children are extremely confident little people and I think it's due in large part to how willing we are to step in and soothe them when they need it.