Just let baby "cry it out"???

Erika
What are your opinions/views on letting your baby "cry it out"?? I'm a FTM and it bothers me when I hear people say not to pick up the baby all the time if he's crying...that he'll be super spoiled if I give him the habit. My husband has kids from a previous marriage and he's a firm believer in giving the baby a chance to cry so that it'll help his lungs. I think that's a bunch a crap but that's just me.