Swaddling is something that we highly recommend. Swaddling calms the Moro reflex (that startle reflex that wakes some babies up). It lowers the risk of SIDS. It helps calm babies. It helps them sleep better.
I will usually suggest to parents that babies stay swaddled for the first three weeks or so, most of the day and night. It is important to work in some skin to skin time as well. After the first few weeks, transition baby to being swaddled for sleep times. Swaddling continues until baby has learned to roll over and the Moro reflex starts to settle (about 4-6 months)
There are many great swaddles on the market today. One of our favorites, and the one we recommend that most people start with is the Summer Swaddle Me wrap. These wraps are very easy to use. I have found that they work best with babies between 7 and 14 pounds. They are not made for the escape artist but work great for most babies.
The Summer Swaddle Me wraps are easily found in most stores that carry baby products. They are very affordable at $22-35 for a multi-pack. They come in a great assortment of colors and patterns.