Agree with not going overboard, DD was slim and long, all the next grows and vests have gone unworn. She's nearly 2 and is still slim and tall.
Asda come up big imo, sainsbury's not too bad.
Love the H&M vests, side poppering is really easy and came in a nice range of colours. Our local store (amazingly) has a great baby range.
M&S do multipacks of brights that are very reasonable, wash well and keep their shape & colour.
Lots of things left from DD's arrival, she is a december baby and it was freezing, but vest/grow/cardi was fine, snowsuit on top when going out and about. Better than a coat. M&S snowsuits were nice and soft.
I had only bought 0-3 as everone said newborn goes unused, but had to go out and buy small baby and newborn, she didn't move into 0-3 until she was nearly 6 months. I did buy things at NCT sales, so would recommend having a few smaller things in, just in case. We had 8" of snow when she arrived, no chance of getting into town for clothes so popped to tesco and bought small stuff.