First we have the sling, it was great when he was first born because he loved the cradle hold but now he wants to see everything and face outward and I have to support his body/head/neck with one arm. I'd like to try using it again in a couple of months once he had better control of his body. I like the Munchin brand sling called Jellybean ($20-30) because it is a little stretchy and has a deep pocket. I tried the Peanut Shell and it was too tight and very thick. If you do get the Peanut Shell, I'd get it in a size bigger than you expect. Next up is the Bjorn, it was great when he was small because it has a head support when he is facing you. The cons are that it kills your back and you can only wear it on the front. We got one used because they retail for over $100 but I think the new ones have a back support.
Now we have this Mei Tai carrier that my mom and I made. It can be worn on the front or back and has a back support. I'm waiting until he has better neck control before using this one but it is very comfortable in comparison to the Bjorn. I think you can purchase on etsy.com. Lastly is the Moby wrap ($40), it's a long piece of stretchy cotton that you wrap around your body then insert the baby. This one is the best so far in comfort. It doesn't feel like I'm carrying anything at all. There are many Youtube videos showing how to wear it and the different ways to carry your baby. Watching the videos made it easier to understand the instructions in the booklet.