The thing is, every child prefers something different. If you have noticed that she shows even the tiniest preference for something, anything, choose it and use it consistantly. I noticed that, pretty much from birth, my daughter was really annoyed by anything super soft (like fleecy soft or satin smooth). Her "lovey" is a crocheted blanket. But she wasn't instantly attached to it, it's been her blankie since she was about six weeks old. It took time for your daughter to develop an attachment to you, and it will take time for her to develop an attachment to a lovey, so pick something and give it to her consistantly, like every nap, bed, and snuggle time and anytime you go somewhere, even when she's with you. But it's a great idea to try to get her to develop one- if a child's only security item is their parents they have a much more difficult time making any sort of transition or being away from mom for any amount of time, and unfortunately we can't be right there 24/7, no matter how hard we try!
As for what everyone else says about you creating the problem, they are right but don't listen to them anyway. As long as you have thought the entire thing through to conclusion (ie, you and your husband are both okay with having kids in bed with you indefinately) then no one else can tell you that your decision is wrong. It is making it harder for you to be away, but all babies at this age go through phases where they prefer mom, no matter what the parenting style. I do agree, though, that you should leave at least once a week and let dad take over- it will do them both a huge amount of good, and we all know as moms that just leaving the room doesn't cut it, because you want to run in and rescue them both at the first cry. While I totally support your choice to attachment parent, you want to make sure and give your child the chance to form the same attachment with dad, too, and you want your child to have the right tools to transition away from you, which you are already seeking out by trying to introduce a lovey.