That really depends.
Sometimes my 8 month old cries because she is hungry, hurt, needs attention...and the like. Those times I almost trip over myself to help her, I can't stand her anguished crying, it makes me want to cry sometimes, especially if she's hurt herself. But then there are times when she cries because she is tired but too stubborn to sleep. She has everything she needs and doesn't want attention, I leave her be to self soothe herself a little bit, checking in on her every 5 minutes or so and sure enough, after a little while she is fast asleep. Every book I have read pro-ports the concept of self soothing so I try it, when I can stand to. But like every mom, I don't like to see her cry.