I think it depends on where you live. If you live in a suburb and will be driving frequently (and carting a stroller around), you might want something different than if you live in an urban environment.
I live in New York City, so I can offer my two cents about what has worked for us. We were given a Bugaboo stroller by our parents, which has a bassinet feature. We used the bassinet for our son for the first month or so. After that, my son wasn't happy lying perfectly flat and unable to see anything. The bassinet is pretty big, so it isn't the greatest stroller if you are trying to maneuver inside stores or other tight places. The Bugaboo then converts to a sitting up stroller when the child gets older. It is a great stroller - gives a very smooth ride and is incredibly durable - it's perfect for city streets with the uneven sidewalks and potholes. But, it is pricey - $800 or so. You can get used Bugaboos on Craiglist.
I have also used a sling for shopping - when I'm not going far, need my hands free, and am going to a store with narrow aisles.
Hope this is helpful. There are many strollers out there, so hopefully other moms can offer their advice about what they've liked.