thoughts on sleep training ?

Ashley
Just wanting to hear other moms thoughts on how and what they did for sleep training. 
A little background information ; my daughter I 9 months old , has been sleeping in bed with me from day 1 , she is breastfed. She will not and has not fell asleep unless she has milk , she will wake up numerous times during naps and at night for milk.... 
I'm not sure what I want to do ... I know that she needs to start going for naps alone , that is my main concern. I'd like to be able to get things done during those nap times
I am not to concerned about the night time , I can handle that part...
So should I be maybe taking one nap a day and do the CIO method in the crib with her ? Or is that pointless if it's only once (might confuse her) I don't know ! I'm so stuck on what to do. I can't handle hearing her cry and scream either :(