At first, my Jax hated to be alone and would follow me everywhere. Maybe it is because he is a Yorkie, but I also think it is because I am home for the summer and not working (I'm a teacher).
But we also have two rottie/shepard mixes and now he has bonded with them. So when he is alone now he doesn't freak out as much.

I think that if you just put the puppy into a routine when you first get him, he won't know any different. If you are at work for 8 hours a day, just get him used to that routine.