DD was 8lbs 10oz and a long baby (DH & I are both tall) and she was in 0000 for about 1.5 weeks. If it wasn't for her long legs she would still be in them as a lot of the 000 are too big but the 0000 are too small.
Kaz, if when you're in hosp you want a quick fix for size 0000 clothes, you can get "newborn essentials" kits at target. From memory, the pack I got had 4 singlets, 4 coveralls, 4 wraps, a beeny, mittens, several pairs of socks, 4 bibs. Everything was white but you can get gender specific versions (not sure of their contents though). I think I paid about $40 for my kit and it was a saviour in hospital and I felt they were better quality than some of the other things I've bought. I am still using the wraps (they are MASSIVE) and socks (they are different sizes).
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