Heather,
For our lo's arms, we ended up best off with just a sheet that has some friction, wound really tightly. We tried velcro swaddles, etc., but for those we had to bend her arms on her chest, and then she ALWAYS manages to get those fingers to her face and thus fully waken. We have had to keep Josie's arms to her sides and then swaddle tightly. That's the only thing that consistently works. She sometimes still wriggles out, but it's proven to be the best method. I just started--two nights ago--using the detachable Halo sleepsack arm swaddle on her legs--upside down so that the neck opening goes over her toes. This has solved our problem of the leg slamming opening up the arm swaddle. Also, it's a solution to our problem of Josie bringing her legs up to her arms (getting both unswaddled) and then getting her leg swaddle blanket to fall off on her head--SCARY! I don't know how long it will work. It seems every couple of weeks we have to try the next thing due to growth, maneuvers, etc. Also, we need to find a lighter-weight blanket to do the upper swaddle with, as I bought and hemmed some cotton fabric, and it's too slippery! She slides out of it with too great ease. I'm going to try the bunny wrap mentioned above.