I'm not a fan of the 'let them cry' approach. At this age they cry because something is making them unhappy, and when you figure that they've spent nine months being held close and warm inside you, it's not too surprising that they might want the same on the outside :-)

What I've been finding with my LO is that if I miss his sleepy cues, it all goes pear shaped pretty rapidly, and that's when it's really hard to settle him, if not nearly impossible!

As soon as I see the first yawn, I try to get him ready for sleep - change nappy, wrap him up etc. At the moment he's still small enough for the bassinette that goes in the pram so I wheel him around the house a bit - not quite sure how I'll manage once he's too big for the bassinette, so will need to start introducing him to his cot for day sleeps.

Besides, as everyone says, this time will be over all too soon, so if falling asleep in your arms is one way to make sure they get a decent nap, treasure the time to remember when he's a stroppy teenager and doesn't want anything to do with his mum ;-)