As Rona says bring the puppy home in whatever way you feel comfortable.
Some people like to start as they mean to go on and use a crate in the car straight away - I had mine on my lap for that 1st journey home (mainly because I wanted a cuddle
)
I did use a crate and a puppy play pen for the first couple of months - just be careful if your puppy is a jumper they can try to jump out and get themselves caught (I never had this problem) and always make sure you remove his collar when left alone in the pen.