When are you starting sleep training?

CJ
My girl is 3 months. She sleeps fairly well, usually between 7-9 hours, sometimes all the way through the night (11 hours). My only problem is she must be held to fall asleep at night. And she will only nap during the day if I hold her the entire time. When should
 I start letting her "cry it out"? I've read if I wait too long then it gets really hard but 3 months seems young. What are your thoughts? Can you suggest any good reading on this?