So here's one thing I've learned about baby clothes: even in the same brand, sizes can vary. The exception is Circo, which is a brand of baby clothing and toddler clothing that Target carries. Most of what my four year old and two year old wear is Circo, and whether it's pants, shirts, undershirts or socks, the sizes are always consistent.
Generally speaking, better brands of baby clothes will run true to size. More importantly, they are made of high quality materials, so they will last.
Where do you shop for baby clothes?