We swaddled our DS until he was 5 months old - his arms and legs would always startle him awake otherwise. He was also a little houdini and we found the best swaddle was the 'miracle blanket'. We found it the best way to get him to settle well and to do longer stretches of sleep. To transition to a sleeping bag we did one arm out for a few nights and then just went for it and he seemed to sleep fine.....then along came teething, but that's another story....!! :-)