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First and foremost, you want your baby to be safe and comfortable in her stroller. But think about yourself, too, since you're the one who'll be pushing it. Here are some things to consider:
For the first six months to a year or so, if you'll be taking your infant in and out of a car a lot, a lightweight car seat carrier frame might be just the ticket. These bare-bones, universal frames let you attach an infant car seat. (See Stroller types.) Simply remove the infant seat from its base in the car, baby and all, and snap it right into the frame. It's great for letting your snoozing baby continue his nap. When you're done strolling, you simply snap the car seat back into its base inside the car. Stroller frames are inexpensive, and because of their light weight they're handy for quick trips between parking lot and supermarket, or for hauling on a bus or train.
An alternative is an all-in-one travel system, which consists of an infant car seat, a car-seat base, and a stroller. They can be heavy and take up more room than just a stroller frame, but once your baby reaches 6 months and can sit up and control his head and neck movements, you'll have the flexibility to use the travel system's stroller without the infant seat snapped in. A travel system is costlier but a good value because the stroller can be used after your child outgrows the infant car seat, unlike a car seat carrier frame, which is useful only for as long as your baby uses her infant car seat--anywhere from 9 months to a year or more, depending on your child's height and weight.
A variation on the theme is a combo stroller. Some of these resemble a "bassinet on wheels" (sort of like an old-fashioned baby carriage) to a regular stroller as your child grows. Some combos can accept an infant car seat but you will likely have to buy the car seat separately (infant car seats come with a base to hold it in place inside your car). In some cases, you'll also need an adapter to secure the car seat to the stroller, which may cost extra.
Combos tend to be costly, and though they are essentially a stroller chassis with wheels, may weigh more than car seat carrier frames. But they are also usable for a much longer time period than car seat carrier frames. All things considered, you might decide you don't need the bassinet feature that may be sold separately from your combo stroller. Some combo models, now offer a removable seat that reclines nearly flat to give your baby the same resting area provided by a bassinet without the need for that extra piece of equipment.