My dog, now 4, was not a crate puppy. We tried, but she ended up injuring herself trying to dig out of the crate! She too wanted to sleep with us, but my DH wanted nothing to do with that! SOooo, I bought a really nice dog bed (a foam one that is nice and cushy and won't get hard with use) and we put it in the adjacent room, first with the door closed so she couldn't come and jump on the bed. She whimpered and whined for a few nights or more (my husband buried his head under a pillow!), but eventually got the idea we were not letting her in our room. We eventually could keep our door open and she stayed in her bed.
If you want to keep her in your room, the leash idea with a good bed that she can comfortably lie on while leashed (attach one end to your dresser or bed, whatever works for you!) would probably also work. The whining and whimpering will be bit louder due to the fact she is in your room!
We used the leash idea with our dog when people were over because she thought she was a 60 lb lap dog and was constantly jumping up on the couches to sit in people's laps! With the leash she could still be in the middle of everything, but couldn't get on the couches. She now behaves properly (most of the time) around guests and we no longer need the leash, except for certain guests that she seems to particularly like to bug. :-)
Just like with children, you need to be patient and kind, but firm and consistent. You can always put an old pillow case or shirt that you have used/worn, but not washed, on the dog bed to keep your dog company. The smell of you will help keep your dog calmer...
Good luck!