Our second would have actually slept through the night straight home from the hospital, but the pediatrician said to set an alarm and wake him up every five hours to eat.

Keeping them well-fed and warm was what I think made the difference for our kids. I also sleep with mine (and we have never had a problem with a kid trying to join us in bed once they've been moved out to their own space), but I think that's one that you have to decide for yourselves if it works for you. We don't move around much in our sleep, and I'm not a particularly deep sleeper. We ended up going that route because our first baby would NOT sleep at all on her own, but once I caved and laid down with her she was out for five hour stretches.

During the day my kids got used to sleeping in a baby carrier, a stroller, a car seat, wherever, and they were all very good about napping wherever, whenever.

I don't think that there's a right or wrong, it's just figuring out what works for you and yours. Good luck!