Our first hurdle came at about 2 months. Our little darling started getting out of the blanket she was swaddled in, but still had a very hard time sleeping for long periods of time without the swaddle. After some research on the web, we discovered the Miracle Blanket. This is a light-weight blanket specifically designed for swaddling wiggly babies. Its special design holds the arms in place using the baby's own bodyweight, and the horizontal length of the blanket allows you to wrap it around the baby at least twice, making it very difficult for the little one to squirm out. We actually only used the Miracle Blanket once because when we got it, our little one was actually too little for it. There's a pocket for the feet, but she wasn't long enough to reach it, and as a result, her feet came out of the swaddle, kicked around and woke her up. However, we had planned to save it to use when she was little longer. Unfortunately, while traveling by plane, my backpack was lost, with the Miracle Blanket in it. Partly because they are quite expensive, and partly because we'd already worked out a different solution, we didn't buy another Miracle Blanket.
Instead we transitioned our baby into a snuggly little sleeper which was actually designed for outside use in cold weather (see the picture above). However, it worked perfectly as a little sleeping bag. It's warm and cosy, so much so that we could just put her in a short-sleeved onesie and then into the bag, and she'd be warm all night. It's also heavy enough and small enough that she seemed to have the same feeling of security that she had with swaddling. Although her arms were not next to her body, they were completely covered and she could not wave her hands around her face and accidentally scratching or hitting herself and therefore waking herself up.
The brand we used was Carter's. It's also nice because it has a small hole at the bottom of the bag that allows you to strap the baby into a car seat or stroller without having to take them out of the bag. Very convenient!
And perhaps the best thing about the sleeping bag was that our baby quickly learned that when she was in the bag, it was time for her to sleep. This made nap times and bed times SO much easier for all of us. It did take her a couple of weeks to really figure this out, and I had to help her along, but once she figured out that the sleeping bag meant sleeping time -- what happiness for all of us! No fussing or crying when she went down, and she stayed asleep for long periods of time (2-3 hour naps and 7-10 hours at a time at night).
