Here Sleepy sleepy sleep...

Here's the list of what we do, I read Stefan's cue for what works, it changes daily:

These first two really help all the time but can't necessarily be done all the time.
Bathing: A quick bath before bed really calms the wild spirit!
Swaddling/ Blanket wraping: Swaddling at first, now just around him to make transferring from my arms to a bed smoother.

Nightly we use:
Rocking: all directions, slow, fast.
Bouncing: from a light pat on the back all the way to me full body dipping. Also use and exercise ball.
Singing: all sorts of songs, calm ones, and if that doesn't work...
Shushing: soft to loud.
Nursing: laying in bed so I don't have to move him once a sleep.

Occasionally:
Reading: a book or two, but usually this is kind of stimulating.
Laying in bed: with my back to him, to demonstrate sleep, not give him attention, yet be there and not ignoring cries that need my attention.

And when all that fails:
Get up and play it out:) Much more fun then Cry It out! Then we try to get some sleep at the very next time he shows signs of sleep.