H.P.
After the birth of my first child (I have a singleton and then twins), my friend gave me a video called something like "Your Baby Can Sleep." It gave me the best advice as to getting my kid to sleep. My singleton daughter slept through the night at 10 weeks and the twins at 12 weeks.
As much as you don't want to hear this, you CANNOT rock them to sleep at night. It is SO important to have them learn to put themselves to sleep at night. The video gave this as an example, and it really makes sense:
All of us (adults, kids etc...) wake up a few times a night, but we ultimately learn to roll over and just fall back to sleep. BUT.... imagine if you went to sleep in your bed and when you naturally woke up a few hours later, you were lying on your kitchen floor. You'd be freaked out, scared, panicked and completely awake, wondering how you got there.... And then of coure, you'd be wide awake and not able to get back to bed very easily.
It is the same for babies. If you rock them to sleep, the last thing they remember is being in their parents arms. When they naturally wake up a few hours later, they look around and are like "where am I? How did I get here?" and then they'll be wide awake and screaming.
The best thing is to establish an evening routine (sounds like you have that in place, which is good). For instance, we do bath time, and then an hour or so of hanging out/playing. At 7:30, we read books (even when they were little babies) and then I would put them in their cribs (now beds). Important to put them in their crib while they are drowsy, but NOT asleep. You want them to know they are in their cribs when they fall asleep so they don't wake up in a few hours screaming.
Because you have been rocking them to sleep, it may take a few days for them to feel comfortable enough being put in the crib without crying. But it is really important to let them cry a little. Give them a kiss goodnight and put them in their crib and leave the room. If they cry, wait for 5 minutes and just poke your head in and say "mommy's here." But do not pick them up. Then let them cry another 10 minutes (if they haven't fallen asleep yet). Go in again and say "mommy's here... goodnight." And repeat this with larger intervals... 5 minutes, 10 minutes, 15 minutes, etc... The first night or two might be hard, but then you'll find they'll just go to bed.
I know with my twins, one always slept better so I was afraid the crying twin would wake the other one up. But the one who was sleeping always slept through the crying.
I know it's hard to hear your kids cry, but better to do it around 8:00 at night when you can just sit and put the TV on as a distraction for you, as opposed to hearing them cry at 3:00 am.... that's always much harder.
Good luck and keep us posted! Oh, and here's the link to the video "your baby can sleep."
http://www.cyberbabymall.com/80593.html