Personally I didn't buy anything smaller than 000, and this was fine for DS1. DS1 was also a summer baby and really lived in singlet and nappy, with a shorty all-in-one to go out in.

DS2 arrived 3 1/2 weeks early so was too small for the 000, but I was able to borrow some 00000 and 0000 clothes from a friend who'd had a premmie. He didn't need them for long. If you do buy some 0000, don't buy many, especially for summer use!