My 9.5 pounder wore 0-3 months for a few weeks, then went right into 3-6 months. He wore size 1 diapers from birth, and moved to size 2 pretty quick. But if I remember correctly, he stayed in 3-6 month clothes and size 2 diapers for a while.
My 8.5 pounder lost a lot of weight and took a LONG time to gain it back, so he wore newborn clothes (even some preemie clothes) for a while. In fact, I had to go BUY some newborn clothes, because I didn't have any after my first was so big!!
It depends a lot on where the baby carries his/her weight. If it's in length, you'll have more of a problem getting onesies and sleepers to fit. But if baby is just chunky, then things will fit for longer probably. Depends on what kind of diapers you use, too, if you use sposies, they take up less room in the clothes, cloths are more bulky so you might have to go up a clothing size sooner.