Tough love is not appropriate for an infant. Of course your son wants to be held all the time, he just came out of your womb---this is natural. Crying is his way of saying help me, I'm scared, hungry, tired, my tummy hurts... Imagine how different being out in the world is compared to being wrapped up tight in your belly. My daughter is now 6 months and the first 2 months were really hard. She would only sleep ontop of one of us and had colic. I know friends who had a very easy time of it, and then others that had experiences like mine. It is very tough, and will sap a lot of your energy. But, it doesn't last too long and you will have a happier well adjusted baby if you can meet his needs.
My recommendation is to buy a sling. I liked Infantino. It was a life saver for me. When my daughter was upset, I would put her in the sling with a pacifier and she was content (it mimicks the womb). Harder for you, but again, it won't last forever.
Different things work for different babies/parents. But, I truly do not believe you will create any problem by holding your son, he needs it. He just entered a cold bright scary world and needs you to comfort him.
Best of luck,
39 y.o. mom of a 6 monhth old baby girl