You definitely want to stick to one method for a few weeks. It's often a common misconception in newcomers that trying a little bit of every technique will cause instant success. In reality, though, it can usually take a few weeks of dedication to a single method before it can start showing results.

Try to pick a method that works well with your sleep routine. If you're a light sleeper and wake up several times during the night, try DEILD or FILD (a type of DEILD). If you're a heavier sleeper but don't mind setting an alarm for the middle of the night, try WBTB. If you're good at visualization, try WILD. And if you don't want to take two much time out of your sleep, try MILD. It really doesn't matter which method you use, just as long as you pick one and stick with it.