with our first daughter we stuck to keeping her either in her mosses basket next to the bed and then in her own room and cot from about 4 months. She's now a great sleeper and we just tuck her in bed and leave her to it
Abigail was a different story, due to having a baby sleeping in next room and not being able to catch up on sleep during the day she ended up in bed with us for the first few months, gradually progressing to the moses basket and then the cot in her(and katies) room. She's better now but still a lot harder to settle than katie.
I wish we could have got her to settle on her own from early on but it just wasn't practical for us. I think they are all different too.
Apparently we are one of the few countries where co-sleeping isn't the norm!
Gemma