First, you have to do what you are comfortable with. If you aren't okay with it, don't do it.
Me personally, as my babies got older, CIO was something that I did sorta. I don't remember exact ages but I do know that when I was getting my babies to sleep on their own in their cribs, I would lay them down and let them CIO to an extent. Every babies have different cries - the fussy cry = CIO, the other cries = momma comfort. Does that make sense? I was only comfortable letting my babies cry if they weren't really upset. When they were, I had no issue with providing the comfort, that was my job.
I'm thinking I waited to really until they were a little older than 6 mo, probably around 9ish mos before I tried putting them to bed with out being asleep.
Good luck and do what is best for you and baby!
EDIT - After reading all the answers, CIO doesn't equal bad parenting or make someone not deserve children. Thats a silly equation. Just because some one else did it or didn't do it doesn't mean its right for everyone. Its an opinion and a technique. Don't let anyone make you feel guilty about making a decision that is best for you and your baby. I'm not encouraging any particular strategy or parenting style, I am encouraging you to do what is best for your family. That at the end of the day makes you a good parent in my opinion.
PPS - Texas Momma - thumbs up from me!