How to teach baby...

Hey moms and dads, FTM and I have a question for you guys about teaching a 4 month old baby to sleep on his own.

I am not a fan of the cry it out method. I was before I had kids but now that I have my own, my whole mindset has changed and I have a hard time putting my son down without rushing to pick him up when he cries. This has taught him that when he cries I will come running because the second I pick him up, he starts smiling and is totally okay.

So for those of you who have found other methods that work, what can you tell me?