Hi, I was as confused as you 6 months ago! But I got my head round it, as DS is 12 weeks old.
We got a Quinny Buzz travel system ie: chassis wheels, pram bit (Quinny Dreami), Buggy bit (Quinny Buzz) and car seat (Maxi Cosi).
We chose a travel system because we live in the countryside and either walk to local shops (when I use the pram top on the wheels) or drive to town (when I use the car seat on the wheels). I imagine I will start using the buggy top instead of the pram top when DS grows out of the pram in a few months time.
Luckily, I got a company car with a big boot just before I went on maternity leave (strange but true)!
Several people have warned me (including HV) not to leave DS in the car seat for too long at once -no more than 2 hours - as this has been associated with SIDS. So on a long journey, stop, have a wiggle, feed and nappy change every 2 hours or so. I put DS in the Dreami pram bit as often as I can. He also sleeps in the Dreami when we go out to see friends for the evening.
I like the Buzz/Dreami pram combo as it is tough enough to take on footpaths, bridleways, cobbled streets and unsurfaced roads etc around here.
The Buzz wheels are quite wide and not the best at nipping round town and in and out of shops. We have been given a Maclaren for when he is strong enough to sit up, which I can see being easier for urban use.
We use the Maxi Cosi with an Easifix base on Isofix bolts in my car. This is a bit of a luxury, but makes putting the car seat in and out of the car very easy, which is nice when you make several stops close together. It is easy enough to secure the Maxi Cosi with a seat belt, but a bit more faffy . It was beginning to annoy me after a week when I had a hire car whilst mine was being repaired after a van hit it.
The only down side of the Buzz is that the shopping basket underneath is a bit wee, but not much of a problem.
Oh, and we bought the wheels-chassis, Dreami pram top, Buzz buggy top, set of spare wheels, cosy toes, rain covers and travel bag second hand. Got the Maxi Cosi and EasyFix new, but shop around and you can save abput £80 on the combination.
And Congratulations on your pg. New babies rock! (Like I said, mine is 12 weeks old).