Like everyone else has said, do what is comfortable for you and ignore what everyone else thinks!
My personal experience is that we have had DD in her room since day 1 and have a baby monitor to listen to her. She has slept in our bed a total of three times - all occassions where it has been early morning and we haven't been able to settle her but wanted to sleep still! She has slept well on those occassions but normally she gets freaked out in our room - I think it's the way the light comes through the curtains...