I would probably save the sleeping bag type suits for when you're no longer swaddling. It's all personal preference though really, and as long as baby isn't too hot or too cold there is no right or wrong.

They say to dress them as you would yourself, plus one additional layer, and to check the back of their necks - if a baby's neck is cold then they are definitely cold. If their neck is sweaty and clammy they are probably at risk of over heating.