My DD was in 0000 until she was 4 months and was in 000 for a couple and then 00 for ages. She's still in 0 and wears some size 1.

I only orignally bought a few items in each size incase she didn't need them. A week after she was born we went out and bought a heap of 0000's and a few weeks later we needed more.

Things like body suits, singlets and even jumpsuits are good if you have them bigger as they will last longer.