Agree with other posters that absolute consistency is the way forward.
I never left ds to cry, but did give him a dummy and shush-patted until he settled - he was only 3 months at the time.
I was comfortable with it, as he could never have felt abandoned, but after a week of a consistent routine of draw the curtains, lullaby toy on, dummy in, lay him down and shush pat until asleep, he was doing it on his own, and sleeping much longer at night.
It was probably easier then as he was that much younger.
If he's ever been unsettled again since then - he's now 11 months and went though a bad patch when he first got mobile and could stand up in his cot, and also seperation anxiety kicked in - I did the pick up / put down thing.
I didn't think of it as that at the time but looking back, that's what it was. If he stood up I lay him back down again. If he cried I picked him up and cuddled him until he stopped crying and then put him back down again. Repeat as necessary - one night it took me over an hour, but once he was lying down happily I sat on a chair next to the cot until he was asleep.
It didn't take long and now I can just put him down and leave the room and he sorts himself out again.
He has slept through consistently for a long time now, minus the odd blip for illness, teething etc.
Sorry if this sounds smug littlelouis, but just trying to share my experiences and say what worked for me, that's all