Tech guru/writer/blogger/dad Glenn Fleishman has created a 2-minute video to demonstrate how easy it is to swaddle a kid. The first demo uses The Miracle Blanket, a patent-pending, trademarked, copyright-registered asymmetrical swaddling blanket that I'll post more about later. The second shows some kind of Bubbe-approved Double Blanket Swaddle. If a plain swaddle is The Burrito, this is the Cheesy Gordita Crunch of swaddling technique.
We got a stack of standard-sized receiving blankets from Grandma, but we found that the easiest thing to swaddle with was the thinner white blue/pink striped blankets we got from the hospital. Not too thick, and they stay put. Steal plenty while you're there. (Did I stay steal? They're like hotel pens, not hotel robes, at least in our hospital.)
Check out the video, even though it makes it look more complicated than necessary. And by all means, get into swaddling. It works, at least for a while. After about 4-5 months, you might as well switch to calf roping; it's easier.