We had to rock Darcy to sleep for about the first 8 weeks. I asked the same Q myself - everyone has different opinions but I would prefer she doesn't develop any sleep crutches. Being an insomniac, I really believe it's a gift for those that can get themselves to sleep and stay asleep / resettle easily - something that can stay with you for life. However cold turkey methods are not for us either.
The cue for when we decided to put her down awake was after we started the Baby Whisperer EASY routine (activity after a bottle) and noticed she was falling asleep on her playmat. Before this I could spend at least an hour rocking to get her to sleep after a bottle. The best thing we did was not try to send her to sleep straight after, but play with her instead. (Much easier then they are a little older though hun).
She'd had a bottle and she had a good 30 mins play afterwards - one day she just nodded off on her playmat. So I took her to her cot which woke her initially and then she just went back to sleep. If she had cried I would have gone to her straight away. In fact I think I stayed in the room the first few times until she was asleep anyway. But she didn't cry - she had been fed, played with and was tired basically.
After that I noticed she started to get sleepy almost 2 hours exactly from the last time she woke. So I started to put her down at that time, whether she showed signs or not.
She has self settled ever since. Sometimes it takes her 10 mins to doze off but she is quite content. I've not had one episode of crying, yet..... She has sometimes woke after 45 minutes and grizzled a little, but if she needs more sleep then shush pat works really well and for us usually takes less than a minute.
We now have 3-4 hour cycles through the day - Feed for an hour, play for an hour, sleep for 1-2 hours.
It wouldn't have worked with ours before 8 weeks as she had awful wind problems and would constantly wake - but once they disappeared she started to sleep so much better and has self settled without really much encouragement. Maybe still shattered from all the wind problems!
3 weeks may be too early hun, but once you get into a feeding routine I'd suggest trying to keep LO awake for some time afterwards and watch for signs of sleepiness. Then try putting him down and seeing what happens, but stay nearby...xx