I've never bought a bucket seat. My kids are only in them for about 4-6 months maximum- they're long babies- and it's so much money for such a brief time in a car seat! I'll ask around and see if I know anyone who can loan me one. That's what I did the last two times, just borrowed them. I'm uncomfortable buying used because even dropping it can expire the car seat, and you never know with strangers how they've been caring for them.
So we'll buy a convertible seat. I've never used one for an infant, but the ones we have now are wide with a serious recline option so they're laying properly with a newborn insert to keep them in place. In the summer when it's really hot I cover the carseats with receiving blankets to keep the sun off of them, and that helps with the worst of the heat so nothing is scorching against their skin. Windows down helps too! I also hate hate hate bringing the carseat with me. I did it a few times with both of my other kids and then they'd be fussing in the store so I'd be carrying a kid and a travel seat. Just stupid. We always sling too, even in the winter- I would sling in January and make a mad, coatless dash to the store.
The travel system with carseat/stroller combo is SUCH a pain in the rear end. And the strollers seem to be garbage anyway- flimsy grocery cart wheels that get stuck on every bump, etc. Much better to save your money and put it towards a decent stroller (if you're getting one).
My list is still super short- carseat, baby carrier. think I'll wait on other items like bouncy chair/exersaucer/ etc until I figure out the personality of this baby. If I can borrow/thrift them I might get them sooner, but if I have to pay for them new then I want to be sure they'll get decent use. Both of my kids hated the bouncer <shrug>