We have been doing a bedtime routine since DD was about 2 weeks. She went through a fussy phase which lasted from about 6 weeks until about 3 months, but I think that it's worth doing as it helps you as well as your LO (eventually).
Here's what we do, very similar to pudding:
5.30pm - naked time, with a toy that we only ever give her to play with at this time of day. Also play her bathtime music. Basically its a mozart CD. I used to listen to the radio but when she was going through her fussy phase the radio stressed me and this music calmed me down and now it's stuck.
Get stuff ready for bath/top&tail. Then take DD to bathroom for bath/top&tail.
6pm - turn off music. Holding DD, close her door, turn off light and draw the curtains in her room. Then feed her.
When she's finished put her in cot, I like to maintain eye contact and tell her that it's bedtime and that I love her. I also tell her that it's bedtime and that I will check on her in 10 mins (she's only 5mo, but I like to tell her this anyway). I also give her a soft toy to play with. I then leave the room with door closed and go onto MNet for 10 mins
She usually drops off after a lot of talking to the toy and her mobile. I then go back in and remove the toy.
Until a few days ago we used to wake her at 10.15pm for a dream feed. But we're finding now that she doesnt want to be woken. So in the past few days I've been doing a true dreamfeed, not waking her.
I know that the whole bathtime thing sounds rigid, but it really isnt. I do think that the music and toy association does help. I esp. think that the music association works.