After bringing my son home from the hospital, we tried over and over again to swaddle him in a blanket the way the nurses did, but we could never get it to stay very well. Then we found the Swaddle Me. This swaddling blanket is designed so that you can easily keep your baby swaddled. It comes in lots of colors and patterns and several fabric choices. Ours was cotton knit, but they also have microfleece and cotton flannel.
The way it works is that there is a "pocket" to put your baby's feet in and then two large flaps that wrap around the arms and velcro closed. We did find that it is easier to swaddle him with his arms straight down at the sides, instead of bent with hands out. My son felt cozy and secure in this swaddling position and never fought his way out. In fact he was usually calmer and slept longer when swaddled.
The Swaddle Me is machine washable and holds up really well. It even comes in small and large sizes, which is great for those fast growing babies like ours was. I tried a lot of different swaddling blankets and this one was by far my favorite. It was one of the least expensive ones too. This is a wonderful product for newborns!