Cal is wearing the "Swaddleme" brand swaddle - I really can't rave about these enough. They are easy to use, compared to using a blanket to make a swaddle. I use them at night so Cal is nice and snuggled. Plus, I'm not worried about a blanket coming loose and covering his face. I am currently in the process of differentiating between day and night. With the twins, I would use this extra snug swaddle at night so they were swaddled real tight. In the daytime, I just let them sleep in their regular clothes. I think it helped.
And flashback pic, here's Con and Cay wearing them too! Cay left, Con right (I can tell by their pacifiers).