Hi, I used a night nanny with both my DDs. With DD1 I was going spare from lack of sleep by about 10 days (DD1 never settled after feeding at around 1am and would cry relentlessly through to 3 or 4am). I called NightNannies and they arranged interviews almost instantaneously and I had someone in a couple of days later. I put ear plugs in and slept it was BLISS. You don't say whether you are bf. I was, so making sure I had expressed enough was a bit of a pain (but worth it) and I'd express at 10pm before going to bed and be exploding by morning (but again, I can't stress enough, it was worth it). First time round I had a night nanny come 5 times, once a week until DD1 was 7 / 8 weeks. It was just enough to save my sanity. The night time screaming settled down on its own after a couple of weeks and her sleeping improved dramatically so I didn't need a night nanny any more after the 5 sessions.
I don't think the night nanny actually helped establish any kind of better sleeping routine though, it just happened on its own. I simply asked her to feed DD1 when she woke and settle her back to sleep, which she did. Initially she also found DD1 would be up fussing and crying between 1am and 3am (to be honest I was relieved to discover it wasn't just me who couldn't settle her and I wasn't doing anything wrong), but that sorted itself out naturally after a couple of weeks and she'd drop straight off after feeds which made life so much easier.
With DD2 I made sure I had made arrangements for a night nanny before the birth. I had her come in for the first time when DD2 was 10 days old, then once or twice a week until she was about 7 weeks, which was enough for me as DD2 quickly settled to being a good sleeper.
It is expensive but after my experience with DD1, having a night nanny to help me out a bit with DD2 was my number one priority and I made sure I saved some money especially for it.