My little girl was born at 10lbs 4oz (that's 4670grams). So she was a BIG GIRL.
I had a few 0000 and a few 000 outfits for her...and I think it REALLY depended on the brand. She could fit into some of her 0000 outfits quite well as well as some 000 outfits. Even at her size, some of her 000 outfits SWAM on her.
What I found was this: Bonds sizes are generally kind of small. Get 000 in Bonds. Best and Less brands are big. I'd get a few 0000 jumpsuits from there. (They have awesome zip-up styles which are cheap...but if you get 000, even if you have a fatty bub like mine...they'll probably be too big!). Pumpkin Patch outfits are also very small. I'd get 000 from them.
As a general rule, I'd get mostly 000 but get a FEW 0000 just in case you have a little one. You don't need his/her legs getting lost in the middle of the jumpsuit!