We used a swaddling blanket (she was swaddled in thick sheet before we got that) until 3/4 months (bit late, woops) then moved into a thin grobag (one we got free with a Vertbaudet order that was mat clothes and was SO late I had no need for them, so got full refund but kept bag - result!). It was same time of year but pretty warm summer if I recall (2006).
DD was up for 3.5 hours last night from 11 until 2.30 (silly me not going to bed until 11). It's so unusual that I just don't know what to do - find it so hard to leave her when she's calling for me and sounding so upset. Just kept going in (keeping pitch black i.e. falling over stuff!) and talking to her, eventually said 'Mummy's going downstairs to get the nice smelly stuff to help you breathe (karvol)' as she is really snotty, as ever, and she said 'yeah', then pointed with a little wan finger and said 'downstairs', then decided only downstairs would do, sat up, and begged for a cuddle. Being a soft touch, I gave in. Cue more cycles of nearly off to sleep, into bed, stroking, then hands off, just talking, creep to door, out of door, and... WAAAAH. MUMMY GONG! At about 2 was cuddling her, so desperately tired that I thought my yawns might rip my face in half, and she was just screaming. Said 'What's up, darling?'. She sucked her fingers, contemplated for a moment, and then turned to me with a hopeful grin and said/sang 'heads, shoulders, knees and toes, knees and toes?'. I had to laugh. She is just so goddamn adorable!
You new mums have so much to look forward to. It's like the sun comes out from behind a cloud you never even knew was there. (And I'm saying that from work on 3.5 hours' sleep!)