we have a very particular method as we have a very particular baby, strong minded, defiant, doesn't want to miss out on anything while she is sleeping... after going to a day stay sleep program, this is what we discovered works best for her determined little personality...
we have sheets up on the sides of her cot so she can't see out (minimal stimulation), we have the room as dark as possible, i follow the same pattern each time she goes down for a sleep, when she gets tired or grizzly, she is taken into her room, i pull the blind down, then wrap her tightly (its at this stage that she realises it is sleep time and she will start to protest), then i stick the dummy in and rock/pat her for a few minutes to calm her, then she is placed in her cot awake and i leave the room... she will spit the dummy out and grizzle or cry for a few minutes, and i will return to replace the dummy, but give her NO eye contact and in fact duck down and hide behind the sheet of the cot while i stroke her face a few times to soothe her and go SHH SHHH SHHHHH etc. Sounds ridiculous but she now gets herself to sleep in a few minutes (sometimes it can take 10) and this is a 100% improvement on two weeks ago, when she would only sleep in my arms, for the duration of the entire sleep. I basically had her attached to me the entire time except when she was playing on the floor etc, including nights. I was a wreck.

I say do what is working for you, if it becomes a problem you can always fix it later... if you have 'programmed' her to only sleep by rocking her to sleep, you can usually de-progam them if it becomes a problem - it just takes discipline and consistency... i had to let hollie cry and cry at the day stay and it was awful, but the end result was so worth it and i feel she is a much happier baby now that she is sleeping better.

That said during her day time sleeps I do have to replace the dummy each time she wakes, so I am praying this doesn't start to happen in the night time sleeps too, or we will have to get rid of the dummy, and that will be hard.