Isabelle sleeps in a grobag (agree with Tan -if your budget can't stretch to the "proper" ones, go for a pure cotton) and I loosely wrap her arms but never her legs. She still seems to prefer having her arms wrapped to go to sleep initially, but then she wiggles them free in her sleep but manages to settle herself when she wakes during the night - who knows how that works!!!

I started off doing what Danni suggested with the Bonds suits/mittens, but the midwives that ran the mothers group at the hospital where I had Izzy and also my MCHN recommended very strongly not to use mittens or the little bonds suits with the hand mittens. If your baby sucks his hands (Izzy puts her whole hand in her mouth!), then the mittens get wet and stay wet in the cold weather, and that then chills their little hands.

I also listened to a talk given by the "Baby Whisperer", who lives in Melbourne I think. She actually recommended wrapping until bubbies are a year old - just to give us yet another completely different "must do"!!

I think you do whatever it is that gets your baby to sleep, and keeps him asleep for the longer time - whatever it is the books say we "should" do.