we just swaddled DD for the first few weeks and occasionally had a sheet tucked over her to prevent her from unswaddling/rolling as she got a bit older.
we tended to do a double swaddle (that is use two wraps). this helped keep her swaddled as they tend to be houdinis...and also gives extra warmth if cool weather ITMS.
we didnt use a sleepbag with the swaddling. there was no need. once you have their nighty/wondersuit on etc and a wrap or two they are warm enough. overheating is something to keep an eye on.
we used a range of wraps. for summer it was those thin muslin wraps (the ones without much stretch) and for cooler weather we used thicker, stretchier wraps (the best ones we had were bubba-blu - i think - they came in a pack of 3 from target).
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