Right now....He has been in his cot three nights now. I was not sleeping well as I was fearful of squishing him, and i was getting dangerously tired, so decided he was going in his cot. I told him this. 'You are three weeks old now Jacob, and you are old enough for the Gina treatment'. I got him used to the cot for daytime naps first, then at night simply kept putting him in it to sleep. The first night I used a hot water bottle, but soon thought fuck this 
he is in a gro bag anyway, so not cold. The hot water bottle worked lovely when it was hot, but by 2am it was colder than the cot.
He is in his nursery, and I have a movement and audio alarm. He is banned from my bed unless I am awake for the day, so from 5.30am if DD2 is around. I only go into him if he is in obvious distress. He can self settle it seems, but does yowl a little on first stirring. Babies do come into light sleep every 45 mins or so, and if parents respond immediately, then they will wake up more, feed etc, and likely need soothing to sleep each time.
He is settling into a little pattern. Feeding for an hour, awake for half an hour, sleep for two, and repeat. I am finding if he snacks he does not sleep so well, and he was snacking all the time in bed with me. He would go into light sleep, stir, yowl, have a tit shoved in his mouth, not eat enough to fill up, and then be more likely to stir etc. the better he sleeps, the better he feeds, the better he sleeps etc. he easily gets overtired and cannot sleep in the lounge now. I am, unless going out, putting him down, usually awake but tired, in the day and night in his room.
Wind remains our biggest problem. He would sleep longer if wind were easier to shift I am sure. At night when I pop him down in cot, I go to loo, get a cup of tea, whatever, rather than going back to bed. It is easier to go back to burp him or feed him further if I am not all snuggly in bed.
The first couple of nights were really hard and I nearly cracked. I accepted I was gonna have a shit time, and chose the weekend to do it so DH would be around in the morning and I did not have to be anywhere in particular. I was probably averaging putting him down 6 times before he slept, and this was repeated after a two hour sleep. It was worth persevering as it worked with him (hopefully). Not all babies will respond, but i figure if they are tired enough and fed then they will sleep initially. Breastfeeding has to be pretty much established before you even try as in the first few weeks they are hard wired to be near you to feed all night. DS is also a good weight, and was term, which is a consideration.
Last night he went to bed with the girls, and went down first time. Not so easy overnight, but today he has gone down first time with naps.
My mobile broke, which is probably a blessing. I think it was a distraction. He seems to be quite a focused baby. Eating at feed times, sleeping at sleep times, pooing at nappy change. A mobile can make them think it is play time.
Of course tonight will be shit after posting this.
It was lovely sleeping in my bed with my husband and not having to worry. I look forward to when it is for more than 2 hours at a time!