Am expecting DD2 shortly, DD1 was a wriggly little thing and escaped from all blankets right from day one. I have now seen you can get specially shaped swaddling items with poppers/velcro/padlock and chains and thought I would try one of these.
Have read Amazon reviews which vary between "velcro great!" and "velcro so noisy woke baby up", also the sizes see a bit uncertain, midwife is predicting a largish, 8 1/2 - 9 pound baby.
I used the Aden and anais muslin swaddling blanket. No fancy fixings etc but because it was huge and made from muslin cloth I found I was able to get a tight wrap without the worry of overheating. Also easy to stuff in the change bag when not in use.
I used the kiddopotamus one, from amazon for both of mine. DD was so impressed wit hit, I had to get the second size up as well, she loved being swaddled!! It was handy to wean them off as well, as i could use it hands out inside a sleeping bag.