I should also say that from my own observations, kids get fussiest right before they make a big new developmental step. E.g., my DD was a giant PITA right before she finally learned to crawl, right before she learned to walk, and certainly between the time she learned her first words and when her vocabulary expanded enough to catch up with her even-more-rapidly-growing wants and thoughts and ideas (yes, her "terrible twos" went from around 13 months to 3 years). I think at those points, kids build up a lot of frustration, because their world has expanded beyond what their body can manage. So if you think you are near one of those points, assistance to do the "thing" can really help mellow out the frustration -- e.g., propping up the baby who can't quite sit on her own, exersaucer/jumpers for kids who want to stand, etc. And lots and lots of patience. ;-)
@jpdx: the only problem I have with the bit you quoted is it seems to veer over the line into "blame the parents for whatever's wrong with their kid." Kid fussy and always wanting to be entertained? Gee, you must have "trained" her to expect constant entertainment, so it's your own fault. And to a parent who is struggling with a tough stage (or tough kid), that can be hurtful. Trust me: I spent the first almost-three-years of DD's life thinking I was a horrible parent, because nothing was ever enough for her, and none of the standard parenting advice worked. It wasn't until I read "Your Spirited Child" that I realized she was just wired differently and was always going to need more attention than most kids.*
So, certainly, try leaving the kid alone for a few to learn to entertain herself -- it really won't do permanent damage, and your sanity matters, too. But if that doesn't work, don't beat yourself up for it -- just try something else. Eventually you will figure out what works for your kid.
*Sure, maybe I was just a horrible parent. But given that (a) the stuff in the book actually worked with DD, and (b) my second kid was entirely normal and responded perfectly to the "normal" parenting methods, I'm going to go with "DD was wired differently."