With our two girls we went through a ton o' stuff.
We had one Britax, which are supposed to be among the best, but bulky. We've also had several others. We pretty much looked over them closely and decided what looked best to us. IIRC Consumer Reports did a test of car seats a couple of years ago and they pretty much all failed. Not too encouraging, but brought me to the point I wouldn't go by brand.
Definitely go with some form of drop-in infant carrier. As mentioned earlier, you don't want to disturb the critter any more than necessary. Also nice when visiting a friend. Pop out the carrier and bring it in the house for a kid seat. Most I've seen have a rounded base so that they can be rocked. Matter of fact, for a few weeks our daughter would only sleep in the infant carrier.
Restaurants usually have a hammock thingy for the infant seat, as well.
And the infant carrier has a nice handle that babies lack. When you're bringing the groceries home you can set the carrier on the driveway, load up your armload of groceries, and just pick the carrier up and go. So much more convenient that trying to cradle a baby in your arms while trying to do other things.
Also recommend one of the simple strollers that the infant seat clicks into. Here's an example I snatched off the web, but we had a simple one we bought at a consignment store for about $20:
We had one of the graco 'systems.' IMHO the strollers are really heavy and bulky. Pretty much need a minivan or truck to haul it around.
After the kiddo gets too big for the infant seat, just get a cheap umbrella stroller. So light and easy to deal with. The only advantage to the big strollers is using them as a shopping cart on major mall trips. My wife even did one black Friday sale with the stroller and no kids...
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