Convertible from birth, NO regrets whatsoever.
We live in a cold area (Canada!) It doesn't matter whether they're in a bucket or a convertible, you CANNOT put them in a snowsuit in a carseat. They cannot buckle safely. They have to wear something light, like a fleece sweater, and then you do the rest with blankets, jackets on backwards, etc. Whether bucket or convertible, no difference there.
When it came time for putting her in and taking her out, I just learned to do it quickly and stuff her into the sling, which was usually under my coat (I had a nice babywearing jacket, but any large coat can do the trick). She was warmer snuggled in with my body warmth than she would have been inside her own plastic bucket, no matter how many blankets she had. Blankets only preserve existing heat, they don't *create* heat.
I also figure -- sooner or later, you have to figure out how to get them in and out of the car in the cold weather. When they're infants, they're much more cooperative than when they're older infants or toddlers, who tend to get fussy about independence and start to fight back if they don't want to go in the seat (or in the sling!) just that instant. I don't want THAT to be the time when I'm switching to a convertible and having to figure out how to deal with it.
In other words, the bucket is a luxury in terms of being able to prep them in the house then just latch it into the car, but it's a very temporary luxury. Some babes outgrow it by 3 months. You *have* to learn to get babe in and out of the car, whatever the weather, once they outgrow it *anyway*, so why not just do it from the beginning?
As for buckets being better shaped for a small infant's posture -- not necessarily. Babies have died in them from having their airflow cut off while sleeping. The angle while IN the car should be fine that this doesn't happen, but leaving a baby to sleep in a bucket (again, one of the supposed conveniences -- "I don't want to wake her up to take her out of the car") can be *very dangerous*.
How comfortable they are in a convertible depends completely on the convertible. And here I will grant the bucket brigade one thing -- a good bucket is better than a poorly-designed-for-infants convertible. And many of the "mainstream" and cheaper convertibles aren't awesome for newborns. But many others are. We used a Radian with DD from birth, and that was before they had the deluxe model which comes with an infant insert. At that time, the company recommended a particular third-party insert, which we used, and it was fine. I know the rules say "never use third-party stuff in your seats" but this was the company's own instructions. In any case, now they have their own inserts and they look great.
We later also got a TruFit for our second car, and love that to bits. The real disadvantage of the Radian as an infant seat was that it's so BIG, rear-facing is very difficult. You need lots of room in your car. The TruFit fits much, much better in smaller cars. She had outgrown the infant insert by the time we got it, but it also looks great. The seat itself is very enclosed and snuggly (whereas the Radian is completely open). I want to make it clear -- we love the Radian!! Especially now that she's older and FF, it's super-easy for her to get in and out and we're confident that it's one of the safest seats on the market. But if we were starting today with a new baby, we'd start with a TruFit.
If you *do* decide to use a bucket, just please please please *leave it in the car*. Maybe the quick in and out of the house, you know, but not as a carrier. Not in the shopping carts. They give a false sense of security, people get distracted and walk away from their carts, I once saw a young lady bump a speed bump with her car in the parking lot and the whole thing went topsy-turvy, I just thought "wow, good thing there wasn't a baby in there". Strollers -- the kind where you just clip in the bucket -- are little better. From house to car to stroller to car again... baby never gets held! Babies are MEANT to be held. Even with the best of intentions, the 'convenience factor' can disconnect us from our babies before we even notice what is happening. Aside from reduced human contact, there's also less visibility for them (they don't get to see as much of the world) and less interaction with others. And then there's the oxygen deprivation.
A *good* convertible, and a good sling or two, and you're good to go.
Here, I wrote this a couple years ago :)
http://ecochildsplay.com/2009/01/22/baby-essentials-that-arent-part-2-infant-car-seats/
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