Needy 6 month old, always crying for me to hold her. What do I do?

My daughter will be 6 months old in a few day. Ever since she was born, every time she started crying I would pick her up right away. Now, she just want me to hold her A L L of the time. Even when she's laying down and I'm playing with her, she gets mad in less then 3 minutes it seems like. And she throws these terrible fits. She arches her back scrunches up her face, holds her breath and then just starts screaming, and it's so brutal. It's causing me to have a bad case of the baby blues. What do I do? Everyone tells me to just let her cry every once in a while. But some tell me that would cause future problems. H E L P!