T.,
Please don't let your daughter just cry it out at 4 months. It's cruel. It's only between the 4th and 6th month that babies have sufficient neurological development to be capable of calming themselves down once they get upset. Before that, they can't do it, and just stop crying when they exhaust themselves. There's no positive lesson in that. All she learns is that she's on her own, and nobody's coming to help.
Whether you elect to rock her to sleep or not is your decision. I'm a rocker myself, even though I know everyone tells you to put babies down awake. Too bad. I like to rock, he likes to rock.
I wouldn't go back to the swing. You're going to have to do this eventually, and it's probaby going to be harder in a few months, when she's even more set in her habits.
As for co-sleeping, again, your choice. If it's not for you, then don't do it. We let our son sleep in our bed when he woke in the middle of the night as a baby, and never had any trouble with it. He gradually woke fewer and fewer nights, until it just never happened any more. Or almost never. I'll still cuddle him in if he has a bad dream, but we're talking less than once a month. But this has to be something you are comfortable and content doing. Lots of kids get real used to being in there, and then you've got a real habit to break.
If your goal is to get her to sleep in her crib, and to get her to stay there, here are some of the things that helped us out:
Music. We played Baby Mozart's Lullabye Classics on continuous loop for about 6 months. It got kind of nice to listen to coming through the monitor after a while, to be honest.
Pacifier. I used to nurse to sleep, and then put him down. As soon as I laid him down, I'd pop that binky in his mouth. We never used it outside of the crib, and he was never awake when I put it in. Then, if he woke in the middle of the night, I could usually get him to go back to sleep by putting the thing back in his mouth and patting his back a few times. He gave it up on his own between 7 and 8 months, and boy, was I bummed!
Aquarium soother. This thing is a life saver in about a month or two. When she can hit the button and start the music and lights herself, this is great. The lights are comforting to them, and the combination of lullabyes and watching the lights knocks them right back out. I loved this toy. Every so often I'd hear it go on in the middle of the night, and just grin.
Do you have a pack & Play? The bassinet feature might work better for her right now than a full size crib. She may not be comfortable laying exposed in such a vast, open space. The bassinet in the pack & play is smaller, and with the canopy, feels more sheltered. It may help. Also, if you have the kind I do, it's got a little console on the side that plays music, white noise, lights, and even has a little vibrate setting that babies seem to like. I don't get that part, but I ask no questions if they sleep...
Really, it's all trial and error. Some of these ideas may help your little girl, and some may totally freak her out. These are what worked for us. Good luck!
Jess