At some point you are going to need to wean your baby of being swaddled. For me, I started to the weaning process once my son started to roll over. I felt it was dangerous for him to have both of his arms wrapped in his swaddle if he rolled onto his tummy. Something magical also happened once I started to wean him of his swaddle, he discovered how to suck on his fingers and I did not have to worry about putting his binky back in his mouth if it fell out.
Here is how I weaned my son of swaddling
1. I left one arm out of his swaddle until he was sleeping well and not waking himself up.
2. He slept in a sleep sac at night but swaddled with one arm out during the day for naps. I tired to make the switch to the sleep sac for both naps and nighttime sleep, but that proved to be a bad mistake. My son was just not ready to give up the swaddle quite yet. My son slept more sound at night so we tired not swaddling at night and that worked well. He has some adjustment problems, but he eventually got the hang of it. There were a few night he would wake up in the middle of the night and have some trouble, but we just let him cry-it-out a little and then he would go back to sleep. He would only cry for 5 minutes or so and it only lasted for a few nights.
3. He slept in a sleep sac for both naps and nighttime sleep. This was a hard transition for him during his naps. He had a hard time falling asleep with both arms out. He also had a hard time during his sleep transition during his naps (45 minute sleep cycle/ 45 minute intruder). There were days that I caved in and just decided to go in and just swaddle him for his naps, but those days of needing to swaddle become less and less. I only re-swaddled him during a nap if he really had a hard time falling asleep or he would wake in the middle of a nap and have difficult returning to sleep (if he woke early in the nap). It took about 2 weeks for him to get the napping without a swaddle down.
For more information about weaning from swaddling please read this article I found:
The Swaddle I used was the kidapotomus brand called swaddleme: http://www.kiddopotamus.com/p_swad.php
The Sleep Sac I used was the Halo brand: https://www.halosleep.com/products/results/?product_category_id=10
You Can also sew your own sleep sac: http://cbfoley.com/2009/05/08/a-weeks-worth-of-posts/