We put James in a sleeveless sleeping bag (by Snugtime, from Myer) at 3 months, and he sleeps so much better without blankets to kick off and get tangled in. I also bought a long-sleeved one for cooler nights (although also just change his jimmy-jams to long or short-sleeved romper with weather conditions). I saw Bonds polar fleece ones in BigW today too.

Living Textiles make really nice quilted bags for cooler weather (2.5 tog), like grobags but about half the price - and I bought mine on ebay! \/ Lurvvve ebay....