If you want tons and tons of info, check here: http://www.thebabywearer.com/index.php?page=choosinglinks
What I found was that I loved the Moby when DS was a newborn. We used it frequently until he was about 2 months old. And by frequently, I mean at least daily if not most of the day sometimes.
When he was 2 months old, it was mid-summer and the Moby got kind of hot. I switched to a mei tai carrier at that point. I have a Baby Hawk & I really love it. I still use it regularly (once or twice a day on weekends).
We also have an Ergo. I really like it, but it's hard for me to use without DH to help me snap the back strap. However, it's more comfortable long-term than the BH.
Finally, I had a Maya wrap (sling) before DS was born, but I never got the hang of using it. I wish I had practiced more, but I didn't. I think it would have been good for grocery shopping & even nursing.... I just didn't give it a shot, really.
i have a fleece peanut shell and really like it. i still use it often, i used it yesterday at the grocery store and to take a walk today.
i have a beco too, and while i like it a lot too, the sling is just easier to put on (i do it standing up, where i feel like i have to have a flat surface to lay the beco/henry on before wearing him). be prepared for tons of stranger comments about how cool a sling is... it never ceases to amaze me the number of people who comment on the sling.