Comfort baby? Or let her "cry it out"...?

I would like your opinion on this situation. My 4 month old hardly cries during the day, but then when it comes time to put her to sleep at night in her crib (after she's eaten about 10 oz. over the course of two hours), she starts to cry very hard. After crying for 5-10 minutes, I usually go in there, put her pacifier back in her mouth, and she holds my hand. If I gently pull my hand away, she grips tighter and jerks her hands, looking for mine. She HAS to hold my hand in order for her to fall asleep! I'm wondering, should I try to break this sweet (but hard-on-my-back) habit now, or do whatever it takes to comfort her? I've been told by so many elders to let her cry and she will eventually just fall asleep, but when she is screaming crying, it is soooo hard!!! What do you think?