I've used sleeping bags with both my girls. I have a mixture of GroBag, Dream Bag, Living Textiles and Ergo sleeping bags. I only bought GroBags when they're on sale, the other brands are much cheaper for the same thing.

I have a mix of sizes which has worked well so far: 1 x 0.5 tog (for really warm days or nights), 2 x 1.0 tog (good all rounder but best from spring to autum), 2 x 2.5 tog (winter bags) and 1 x 3.5 tog (it's the Ergo one, for really cold nights). Each of the bags come with a 'what to wear guide' telling you how to dress your baby with each tog rating depending on the room temperature. I've found it so helpful as although I've had to make some adjustments to suit my girls some days/nights, it takes out a lot of the guess work with dressing them for sleep.

I tend to just use the GroBag 'what to wear guide' most of the time. I have one of them in DD2's pj draw and saved in my favourites on my phone. Google it and you'll see what I'm referring to.

We don't usually bed share but the times that we have with either of the girls, we have just put them on top of our doona/sheet so they are still only getting the warmth from their sleeping bag.

I love sleeping bags. I'd be lost with out them! I'd never buy one without a tog rating though as overhearing really worries me (although that one Sloane suggested sounds great for hot nights). Likewise for long sleeves bags, they just don't sit well with me (I've also read they're a SIDS risk) however Snugtime bags (sold online and both at Myer and David Jones) come with sleeves and a tog rating so I would consider them. The rating and a 'what to wear guide' is really important to me.

HTH