As a newborn, we preferred the Aden + Anais muslin boutique swaddle blankets. (DD was 5 lbs at birth). They were the perfect size for getting a good, tight, wrap. We found the smaller blankets to be difficult to keep the swaddle tight.
As she got larger we started to prefer the Summer Infant Swaddle me which were really easy, even for visiting grandparents. They were nice too because we could use the holes to swaddle dd in her carseat if we were going out to dinner or something when dd should be sleeping.
After dd started to roll, we moved to the A+A sleep sacks and still use them (we are about to go to our 3rd size).
Although we only used the A+A blankets for swaddling for about 2 mos, we used them for lots of other purposes, and still do. I frequently recommend them to friends.