Our experience was great. She slept with us for a month or so (breastfeeding). Then we felt we'd sleep a little better if we put her in her own bed right next to us, so we did that (in the same room) for a few months. Being in the same room makes it easier because you don't have to go check on her in another room. Then at 6 months or so we put her in her own room. It all went totally smooth.

Don't be afraid to sleep with the baby if you feel like it, and don't be afraid to put them in their own bed if you feel like it. It's ok. Also, putting them in their own bed in the same room for a little while gives you a lot of advantages (easy to check on them without getting out of bed etc.)

Basically, just do what you feel like and if it isn't working try something else.