I think the most important thing to start with is to get your baby into a good sleep routine. I had massive problems with getting my 4 month old son to sleep. He would just lie awake and cry for hours, then when he finally went to sleep he would wake every hour or two hours through the night and cry again! Talk about pulling our hair out .... we were absolutely desperate for sleep!
It was a baby sleep audio program recommended by a friend that finally saved us. We followed the advice and began by creating a baby sleep routine which included bathtime, dimming of the lights, putting James into his crib, final nappy change and then lullabies. We also made recommended changes to his naps during the day and used some of the other recommended techniques. Within two weeks he was sleeping through the night most nights with just the odd night where he would just wake once!
Definitely start by creating a good baby sleep routine though and you could find that solves most of your baby sleep problems.