There are many different sleep training methods to choose from, but the most common methods are one of or a variation of one the five we've explained below. You might find that one of these methods sounds like it would be a perfect match for you, OR you might find aspects from each plan that you like. Just like Melissa said, don't feel like you need to stick to a certain method 100%. Make the plan work for you! 
Not to be confused with the bedtime-routine fading technique described above, bedtime-hour fading involves putting your baby into the crib at the time they usually end up dozing off, and making that their new bedtime for a couple of nights, and then gradually moving it to an earlier time. For example, say you always put your baby down at for the night at 7:30 p.m., but they tend to fuss or cry in the crib for 20 minutes or more, until they finally nod off around eight. This means 7:50 to 8 p.m. is actually their “natural bedtime,” even though you’d like it to be earlier. To figure out when your baby naturally falls asleep, keep a diary for a few nights to track when they finally settle for the night. (Using a video monitor can help with this.) A few nights later, move the whole routine 15 minutes earlier. Continue moving the bedtime earlier by 15 minutes each night (if needed) until your baby has shifted their old habits to nod off at the desired time instead of the later one.
This is considered a ‘cry’ method of sleep training. This technique entails allowing your baby to cry while checking on him at intervals. The goal here is to reassure him every so often that you are nearby and to reassure yourself that he is okay. When you go to check on your baby, you are not “supposed” to pick him up nor engage him much, but simply reassure him using your voice and a loving pat for 2-3 minutes, tops (watch the clock!). With this sleep training method, the goal is NOT to help baby fall asleep – that is what he is learning to do on his own! Instead, the idea is that he falls asleep on his own, in the same “environment” in which he will awaken periodically throughout the night. The knowledge of how to fall asleep unassisted at bedtime will pave the way for him/her to go BACK to sleep throughout the night. Over time, you gradually increase the amount of time between your ‘checks’. See a more detailed step-by-step explanation of this method here: The Ferber Method

As you might suspect, this method can be very difficult, depending on temperament, and can take many days or weeks. It can be difficult to avoid engaging with your child (and “watching them cry” is very difficult), and it will likely be a little confusing to the child (particularly younger ones) when you don’t. However, with time and consistency, this can be a good option for parents who do not want to leave their child alone to cry but who haven’t had success with other methods, either.
This is considered a ‘cry’ method of sleep training. This technique entails allowing your baby to cry while checking on him at intervals. The goal here is to reassure him every so often that you are nearby and to reassure yourself that he is okay. When you go to check on your baby, you are not “supposed” to pick him up nor engage him much, but simply reassure him using your voice and a loving pat for 2-3 minutes, tops (watch the clock!). With this sleep training method, the goal is NOT to help baby fall asleep – that is what he is learning to do on his own! Instead, the idea is that he falls asleep on his own, in the same “environment” in which he will awaken periodically throughout the night. The knowledge of how to fall asleep unassisted at bedtime will pave the way for him/her to go BACK to sleep throughout the night. Over time, you gradually increase the amount of time between your ‘checks’. See a more detailed step-by-step explanation of this method here: The Ferber Method

"My first daughter was sleeping through the night (10 p.m. to 9 a.m.) by 6 months. We had a complete bedtime routine: a bath, a book, a bottle, then to bed, a little music in the crib, and asleep in 10 minutes. It was wonderful, but that scenario didn't work for my second daughter and hasn't worked for my son, so I've tried different things for each of them. Sometimes a plan doesn't work. Listen to your baby – he or she will tell you what you need to know."
But when he was about three-and-a-half months old, the routine fell apart. “I would feed him, but he wouldn’t be asleep at the end of the feed,” recalls Welk. “I would rock him until he fell asleep and put him down, and then he would wake up 30 minutes later and I would do it all over again.” Desperate for some rest, Welk brought Greyson into bed with her, but then she ended up just lying still, holding a pacifier in his mouth all night long. “I didn’t know anything about sleep,” says Welk. “I didn’t know you couldn’t just rock them to sleep and then put them down.”
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