Is implementing single sign on always a mission?

We've been trying to implement single sign-on and so far it has been frustrating.

First, we tried SAML 1.1 to find out that Salesforce only allows method 'bearer' while our organization only uses 'artifact.'

Second, we got delegated autentication enabled, and now we realized that besides implementing a web service, there are things we need to get set up on LDAP.