Hi, S.,
You and your baby will really benefit from carrying her in a sling. She can sleep right in it, all scrunched up (they love that), while you do stuff around the house or run errands, take a walk, etc.
Check out The Happiest Baby on the Block and Dr. Sears' book on attachment parenting. I've watched The Happiest Baby on the Block DVD and it's amazing, watching how well it works in soothing babies and helping them sleep (it's like magic!!!), and in both books, the ideas about helping them sleep without crying or trauma make so much sense in terms of feeling calm, bonding, trust, and emotional closeness. The benefits last a lifetime for them, and it's far easier on Mom & Dad.
Have no fear about nursing, rocking, etc. her to sleep. This is not a "bad sleep habit" issue. They will not become dependent on it later, they'll just need some transition time. In the first year or so, babies need that closeness. As that need changes to the need to define themselves, a sleep "dependency" naturally drops away, or can be gently encouraged away because they want to big big boys and girls.
The first 3 months outside the womb are, psychologically, another trimester. Human infants are born early because our brains get so big that we'd have trouble birthing them after 40 weeks (if we could do it at all!). But mentally and emotionally, they're not ready to be off on their own at all. It's very traumatic.
So, the more womb-like you make her environment, and the closer you keep her to you, the more secure you'll make her feel, and the better a sleeper she will be, after a while, on her own. It can feel like too much sometimes, at first, but the newborn stage is like that. The important thing is to meet her needs! It doesn't last long, you get through it, like we all do, and the rewards later are huge. Besides a calmer, happier, more obedient child, you'll ultimately get a more independent one because she is grounded in that initial security - her needs having been met.
Your and your baby's rest is the most important thing. Don't feel pressured to have her in her crib at a certain age. Certainly not now, when she's so young and truly needs you! Throughout history, children that were far from their parents got eaten or were otherwise endangered. They are programmed to need to be close. Many babies sleep in their parents' bed for the first several months or even year or more! (It's absolutely safe if you do it as according to the guidelines. SIDS risk actually goes way down because you sleep in tune with your baby and if she is having trouble regulating her breathing, has a fever, etc. you can wake up and help her. If you're still uncertain, try a co-sleeper.) A gradual transition is all they need, and when they're ready, they'll want to prove their independence.
Do go ahead and swaddle her tightly! This will keep her reflexes from bothering her and waking her, and from keeping you rushing to comfort her when those awesome reflexes startle her. Tight swaddling is just perfect for babies; it's very soothing.
Good luck!