I had my baby last July and she loved to be swaddled (well actually she needed to be) and we used the Kiddopatamus swaddling blankets. With the air conditioning on, I had her in that with a short sleeved onesie and that seemed to work. She is now 11 months old so I can't remember how long we used that but it seemed like quite awhile.
We also used those nightgowns when she was a little older.
And just until recently she has been using the sleepsacks. We still use them if it is cooler in the house than normal. Otherwise now we just use a long sleeved sleeper with footies.
Good luck! I know it's hard to figure out what they should wear. Congrats on being a first time mom! :)