How do you let your Newborns sleep?

Kailyn
How do y'all let your newborns sleep?? Like do y'all swaddle them with a blanket and then put them down to sleep? 
My daughter is 2 weeks old, and she just got home from the NICU, and in the NICU they would swaddle them but my daughter gets feisty and wiggles a lot, and I've seen her break out of her swaddle. 
I'm just nervous that she's gonna unswaddle herself while we're asleep & get the blanket over her head :(( so I don't know how to let her sleep. 
I know not with me, or any extra blankets, pillows, or stuffed animals, etc. 
We lost our first born to sids, so you can imagine it's going to be hard for me to sleep at night regardless, but help me put my mind at ease please! Any suggestions, or comments?