There's one exception: my friends JC Herz and John Scott recommended a remarkable book called Twelve Hours' Sleep by Twelve Weeks Old: A Step-by-Step Plan for Baby Sleep Success, a very short book that does exactly what it says on the cover: it's a simple prescription for teaching your baby to sleep through the whole night by 12 weeks.
It takes about an hour to read and does not involve doing anything horrible to your kid like letting her cry all night. Basic method: for the first 8 weeks, keep track of when the kid feeds and sleeps. At 8 weeks, use this to come up with a sleep and feed schedule that more or less fits the rhythm she's falling into. Gently encourage her to stick to it (e.g., if she's hungry before mealtime, see if you can distract her for a few minutes [the first day], then a few minutes more [the next].)
Over a remarkably short period Poesy fell into a natural schedule that has her sleeping through the night almost every night -- even after we change timezones -- we've taken her to New York, Toronto, LA and Tokyo, and she's only eight months old! The impact on our lives was miraculous -- getting a full night's sleep every night has made us into better, happier, more attentive parents; and giving Poesy a good night's sleep every night has made her happier, more alert and more playful during the day.
The author specializes in coaching parents with "difficult" kids -- multiples, kids with disabilities, kids with colic, etc, and she says the method works on all of them. I've got a number of friends who've gone years with their kids before getting a whole night's sleep -- I can't imagine how hard that must be on your attention, mood, marriage, and parenting!
Reading this book was the best hour's investment I made in my parenting.
Twelve Hours' Sleep by Twelve Weeks Old: A Step-by-Step Plan for Baby Sleep Success