We've always let our yorkies sleep in bed with us at night. Until they are potty trained, they stay in a crate during the day when we are not at home to keep a close eye on them. Since we only put them in their crate while we were gone, we don't hear them cry trying to get out. I just know it would break my heart to hear that
Hobbs is completely potty trained now, so he never HAS to go in his crate (we leave him free to roam the house during the day), but we often find him curled up in his crate asleep. We just got a new puppy yesterday, and she was used to staying in a cage/crate type setup at the breeder, so we got her the same type of wire crate and she stays in there when we aren't home. But, she does sleep in bed with us at night. That way, I will know if she wakes up and has to go to the bathroom. We are training her to go potty outside, so this solution is best for us.
I agree with one of the previous posts...if she is not used to being in a crate, I would not stress her out the first week by forcing her to go in a crate. It could bring on a hypoglocemic attack if she is too stressed out. I would use the first week to get her aquainted with the crate and let her sleep in an x-pen or whatever type of setup she used at the breeders. At night, you can leave the crate open in the x-pen and she can get used to sleeping in there with the door open before you close her in there.