We crate trained ours because we move and travel a lot with our jobs. Both of ours cried in short spells through the night their first week. Now they sleep through the night and don't have to worry about them getting into stuff (like chewing on things). It has worked well for us though that first week was heart wrenching.
I'm not strong enough to keep Jazz off the bed and let her cry it out... Maybe its because she is my first chi? Also I have school so need sleep
It really is the best to let her cry it out. Otherwise she will learn that she gets what she wants by crying. Can you put he playpen or crate in another room where it won't be as loud?