I've been having the same problems you're having, and I think I've finally found a solution -- praise God!!! Have you taken Tracy's quiz to see what kind of baby yours is? I think I have a Touchy baby (4 weeks old), and here's the process I very recently discovered that works:
1. I have to catch him at his very first yawn
2. swaddle immediately
3. place him snugly against my chest with his face into my chest so he's not distracted by stimuli
4. walk to the nursery while making a very steady SH-- sound (quite loudly, like a rushing faucet). No patting - too stimulating.
5. turn on the thing that makes the ultrasound heartbeat swooshy noise when we walk into the nursery
6. rock him for no longer than two minutes (still making SH--)
7. put him in the crib with my hands on his chest so it still feels like he's up against me.
He's asleep within seconds - literally -- and stays asleep. I've just discovered this process, and it works like a charm so far. I've read the things other people include in their bedtime/nap time routine, but they're all too stimulating for my son. I can't pat him or play music or anything. And if I wait too long past the first yawn, he won't calm down at all and refuses to be swaddled. I strongly recommend the ultrasound noise machine, too.
I am very excited to have discovered this. I hope it works for you!