With our busy lives and how small these puppies are, we start litter box training them as soon as their eyes are open.  We use pine bedding pellets from our local feed store (IFA in our case) in a short pan that we slowly decrease the size of as they get older.  By the time our pups go home they are about 80-90% effective at using their litter box.

This is their pen area after 1 day of us. These pups are 6 weeks old and you can see that there are no droppings outside of the litter box.

Starting at week 6, we put our pups in a crate at night.  If you decide to crate your pup at night they have some early exposure, and it makes the transition much easier.  

The world can be a big scary thing for these tiny pups, so we try and lessen the fear by exposing them early to common stimuli, including vacuums, cats, other dogs, dog doors, kids, grooming clippers, and much more.