how does your baby sleep?

I'm a FTM mom and expecting my baby any day now. I'm extremely nervous about her sleeping though. I guess my main question is do you allow your baby to sleep through the night when they're swaddled? Or do you just let them sleep completely free? Swaddling scares me sometimes. I know I'm probably over reacting but the tightness makes me feel like they're going to suffocate or something & then not having them swaddled makes me feel like they're going to be cold ): especially because our room is in the lowest level of our house where it tends to be a little cooler.