When I was born I went straight in to 000 (I was 8lb 9oz and 4 weeks overdue)
My brother was 9lb 7oz, and he pretty much skipped 000 altogether (OK maybe he wore 000 for a week or 2) and straight into 00.

I am buying a couple of 000 and mainly 00 as far as clothing goes - I figure they're too big I can always buy smaller, but if they're OK then I won't have bought anything too small. Most of the babies in my family tend to be on the large side, don't know whether thats just co-incidence..

If your hospital provides baby's clothes while you're there, you can always send someone out for smaller clothing if the need arises