I remember thinking my little girl would NEVER sleep through. I tried loads of things. She was breastfed but I started to give her a formula bottle on a night as she drank more, more quickly, without nodding off. I tried letting her cry it out once or twice but that didn't work - she was fully persistant and it would go on for much, much longer than we could stand it (must've been well over 30 mins, maybe longer, and that's a long time at 3am!)
In the end, as SweetBasil says, it was just easier have a bottle ready in the fridge ready to microwave, and to get up and feed her, in which case, she dropped straight off again and slept till a very respectable hour.
This went on until she was about 10 months. When people in shops etc asked me if she was sleeping through, they'd often look shocked when I said she wasn't!
I found what worked with my little girl was telling hubby that, as he was off work on hol for a week or two, HE could get up and do the night feed and I was sleeping through. I found that, once it was HIS turn, she stopped completely!
One tip the health visitor gave me was to gradually water down their night feed until they were having all water or as weak a feed as they would accept in the night - ALTHOUGH THIS IS OBVIOUSLY A TIP FOR AN OLDER BABY, WHO'S EATING AND DRINKING WELL DURING THE DAY! I can't vouch for it as I think had only started trying it when my daughter started to sleep through at 10 months.
I think it's a natural thing as long as you don't start habits that deter it, if that makes sense. My little girl used to wake twice in the night and then naturally dropped to once. To me, it made more sense to establish the night as being for sleep - my daughter went down well and slept through till 3 or 4am, and went straight back to sleep until 8am ish after she'd had a bottle. I thought it was better to feed her and get her straight back to sleep than get her into the habit of being awake in the night.
The Baby Whisperer lady used to comfort in the cot as BIOTB does. I think anything's good that gets them to sleep in their own bed fairly quickly, be it feed, comfort, dummy, cry it out, or whatever.
My little girl's now 4 1/2 and sleeps like a log. The Salvation Army Band could march through her room and she wouldn't wake up.
My little boy's 2 now and he started to sleep through quicker, but still has the odd night now when we have to go in a give him a dummy, give him a cuddle or give him a bottle.
As I've said, both had bottles to get them back down as quickly as poss, and both grew out of these naturally, with time. So that seems to have worked okay for us. Touch wood. Eeek!