Well, I'm sure I will sound really evil to some people, but this is what I did and I believe in it. When my son was born, you could say we did "cry it out" from the start. I knew I didn't want to have to teach him to sleepin his crib later when he was more stubborn so I started from birth. He never once came into our bed in the night time, but sometimes on Saturday mornings or for a nap. I had a baby that cried for hours right from the start. I think he classified as "colicky" but not sure. But I stuck with it because I knew it would get better.
This was really hard to do when your instinct is to go in and pick them up. It was really difficult but if you stick with it the crying will disappear. If you give in, it is like in Psych where you learn about conditioning. A "Variable" reinforcer will keep the baby thinking that crying will work, a "fixed" reinforcer then the baby knows what to expect. If you always do the same thing, the baby knows what to expect and that crying is not effective, but if sometimes you give in and rock them to sleep and sometimes you don't, they try it every time. (this is true for tantrums too, if sometimes it works and sometimes not, they will always try it)
We would lay him down to sleep and he would cry. I would wait 5 minutes and go in there and talk softly and rub his back, but I would not pick him up. I would wait 7 minutes and go in there again and do the same thing. Then every ten minutes. The back rubbing would sooth him but if he got really worked up then I would pick him up-- for 2 minutes. Long enough to calm him down and then I would lay him down. Under no circumstance would I rock him to sleep or it would defeat the purpose of teaching him to fall asleep on his own. I started from the week after birth. It took about 2 weeks and then my son only cried when it was feeding time (every three hours). By 6 weeks he was sleeping 6 hours straight, waking up getting a feeding and go back to sleep for 3 more hours, get a feeding and sleep 3 more then wake up. By 10 weeks he was sleeping 10 hours with no interruptions. I think that was the right time table, I have it written in my baby book which I don't have here, but it was pretty fast that he learned to sleep through the night. He puts himself back to sleep when he wakes up in the middle of the night.
So long as you don't give in it won't last long. You can still sooth your baby and love him but you just have to help him learn to sleep. This is a good thing. Try soothers that will make it easier for him. Like right before he goes to sleep, give him a bath. I hear lavendar in a bath helps and they have baby bath stuff like that. Or tire him out really good by playing hard for the last 45 minutes, then 15 minutes of story, then bed.