We started out with a different swaddle wrap, which we loved, but when it "died", I decided to try the Halo Sleep Sack with Swaddle. We found this to be perfect for our 1 month old baby. It kept him warm, since you're no longer supposed to place infants under loose blankets. The swaddle feature was great; without using the swaddle, Alex was not a good sleeper. With the swaddle, he slept as well as one would expect for a small baby.
The Sleep Sack with Swaddle has fasteners to keep the swaddle in place, so there are no worries about the swaddle (which is technically a separate piece) sliding...