My DS was probably just a weird baby, but he was born in June in AL, 2.5 months premature (read: very little fat), and he was always HOT during the winter!!! That's why we needed onesies in winter.
Going to church, I sometimes had to change him into a onesie while there, then put him back in a sleeper to go outside and get in the car. He'd be SCREAMING from overheating in a sleeper, even a thin one! And I couldn't use blankets on him during the summer at all. I see newborn babies wrapped in blankets here at this time of year, and I'm just amazed because my son couldn't do that! Weird, huh? He never did get much fat on him during that time either. He was always preemie skinny. Finally got to 7 lbs around his Sept due date.
Oh, and one thing I forget in an earlier post... Do NOT get anything that fastens in the back. That's a royal pain.
Sleepers that snap all the way up from foot to neck are the easiest, IMO. Some people like zippers too. The only ones I had, I didn't really like, but it's probably just one of those personal preference things like everything else!