I know how you feel about just giving up and giving her what she wants. Sleep deprivation will do that to you. Our 14 week old was unhappy with the crib for the first 2 months so we got a "snuggle nest" from Babies r us. It is firm on the sides so you dont feel like you will roll over on her.
She slept in the bed with us in her nest, then we slowly started moving it into the crib. Now she is perfectly content in her nest inside the crib. In the next month or so we will start laying her just in the crib.
I would think the only other options are to continue the pattern of comforting and then putting her right back in or letting her cry it out. I just couldnt continue that and keep my sanity lol :)