Just a bit of advice about crying it out. A lot of people are against it, and I agree that you shouldn't fight all your maternal instincts to comfort your newborn when she wakes crying in the middle of the night (while you wince the whole while). But, on the other hand, if you've comforted, and your little one just keeps crying, and you feel like this is getting no where and you're at the verge of loosing it (or even if you're not), its ok to set the baby in her crib and walk away. Walk out of the house if you need to (not too long...but long enough to hear yourself think. 5 minutes away from the crying can do wonders). And go with your instincts. Some babies need a lot of attention to help get to sleep. Some babies need to be left alone so they can figure it out, cause all the attention just keeps them awake. You'll come to know which kind your baby is.
Thanks for all the responses everyone. I should clarify that I didn't mean that it's not ok to leave a baby crying for more than 5 minutes...just wanted to make the distintion between going out the door for a breath of air and quiet and leaving the house for long periods. Take 10 minutes if you need it. Just don't go take an hours drive. :-) My first child needed a lot more than 5 minutes solitude to get to sleep.