Have you tried music? I've done this with Caleb and it has helped a great deal for his day sleeps. He really arcs up when I put him in his cot but within minutes he is fast asleep and I truly believe that once I leave the room he stops crying and listens to the music. He's got a "brainy baby" bear that plays classical music. The best Christmas present ever from MIL. I've also played a rainforest sounds CD for him which is nice but the classical music works better.
For the night time sleep I am of the same opinion that it's better to feed and be up for 10 mins that let them howl it out I tried that with my first son and he screamed for an hour and I swore never again.
Caleb usually wakes between 3 and 4 and I take him back to bed and feed him. He usually only has one side and goes back to sleep so I take him back to his cot.