We love our wool. Easy to take care of, makes our fitteds nearly (if not completely) bulletproof, depending on which woolie we're using, more breatheable than PUL. The only 'con' is it's expense (although you can get around that) and the fact that you should air them out in between uses (but you should with PUL, too, ideally). I wouldn't get more than 2 woolies for nb stage, and I'd try used on HC or DS. I just got my first monkeysnuggles, and haven't used it yet, but most of her covers are (I think) a bit big for nb's. They get great reviews, though. I'd buy used for the nb stage, though, since they won't fit long.
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Re: Q's on wool...
I have one pull on soaker, and I used to have a wrap that DS outgrew.
I like the pull-on soakers a lot for DS at this age, but as a newborn they wouldn't have worked as well for us.
I would try 1 but don't go crazy until you see if you like them. Monkeysnuggles on Etsy is often reccommended as a good fairly inexpensive choice.