Newborn Sleeping

I have an almost month old baby boy. He has been sleeping in our room with us in the pack n play. My husband and I are in a bit of a disagreement and I need some advice. I am scared or SIDS and want him to stay in our room but my husband on the other hand wants to move him to his crib in his own room. (Lets just say he is not the quietest sleeper and my husband would much rather not hear it as it keeps him up). Where does everyone have their baby sleep? Or does anyone have any advice?