I had a peanut too, in fact, she's just now fitting well in Carter's NB sleepers.
I found the onesies worked pretty well, and I had a couple Carter's NB footed pant and onesie sets that fit earlier than anything else. If we were going outside the house I'd layer a long sleeve onesie under the matching short sleeve one. I like the Gerber long-sleeved ones the best, though they were a little long in the crotch in the beginning.
When we were home, honestly, LO was usually in just a diaper, but I'd swaddle the heck out of her. My suggestion would be to practice swaddling (watch youtube videos or ask your nurse to show you if you're still in the hospital) because I don't think the looseness of the legs of a sleep sac would keep her warm enough. If you can't figure out a good swaddle, you could take a receiving blanket and wrap it snugly around LO's waist and legs and then use a SwaddleMe and velcro the arms tightly, that might work.