I have been using the Carter's brand ones and they have been working well, however they only come in one size and seem to run on the smaller side. I will be switching to the Halo ones once he grows out of them (he is 5 1/2 months).
I like a fleece Just One You (Target Carter's) I have bc it's long sleeved. She kicks too much in feet pjs and ends up with both legs stuck in one leg hole. So I only put her in that and a diaper.
I just realized that I kind of misread the OP. The cotton sack is no help in the colder months! For that, we have two Grobag sleep sacks and an A+A one. Those are wearable blankets, no swaddles.
Re: Rec your sleep sack/wearable blanket
BFP#2 2.5.11 (EDD 10.15.11) DS born 9.28.11
BFP#4 8.27.13 (EDD 5.6.14) DD born 4.23.14
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~All AL'ers welcome~
DS dropped the sleep sack weeks ago - he would kick his feet and squirm. Sadly after I bought and washed the next size up.