The advice is not to use them once your baby can sit up unaided, as they have ties on them they can cause harm to baby.
I never used one with my first baby. A friend has given me one this time but I'm using it to dress the cot. Once baby is in there at about 5/6 months I'll be taking it off for safety reasons. He/she will be in the moses basket to start off with.
My friend used it without any problems though saying that. I can see their uses for protectin LO's heads from banging against the cot, which ours did all the time but the safety aspect was always in my mind so preferred not to use one.