My ds was the same! We tried the dummy for a while- but eventually he spat it (literally) and refused to suck on it- and so i now continue to feed him to sleep. Hes 3 months old- and while he definately PREFERS to fall asleep on the boobie i find i can feed him till he is almost asleep and then i can rock him or even DH can walk around with him and he will go to sleep. Also now he knows his bassinette is where he sleeps- i can put him down sleepy and he will drift off on his own.

From 6- weeks i did think about trying other ways- but like you DS would just cry and cry and while i was trying new ways i felt horrible knowing that i could stop him just by feeding him so i decided to just keep doing what i knew worked, and as he has gotten older he is getting better at sleeping by himself.

Good luck- and do what feels right for you