I agree with crating them separately from each other. During the first week that my littermates were home, we had them in the same crate, as kind of a transition period. Then we moved them into separate crates, but still side by side in the same room.
As much as they will naturally have a great bond to each other, it's also important that they're ok to be separated for periods of time.
For example, what if one of them has to stay over night at the vets, and one doesn't?
It just generally helps them to become more rounded individuals IMO