We bought a convertible car seat for DD1, and were gifted a nice stroller that would lay flat. They were both a PITA. Now that kids spend so many more years in some type of car seat/booster, and especially if you plan on more than one kid, it is much easier to get a succession of car seats that fit the age/size/ability of your child now. The infant carrier type that you clip in and out with the baby inside were great for the first year - no waking baby each time, easier to get baby into (inside house, instead of leaning into car), can use as baby napper/seat inside, too. Once the child outgrows this, regular car seat, followed by booster after 4 or so. Next child can use previous stage seat.
For strollers, eventually we found we liked umbrella strollers best - small, lightweight, easy to open/close, easy to maneuver, fit in cars easily. I've never used a jogging stroller, so maybe they are an improvement, but the bigger strollers with all the bells and whistles were hard to handle, especially on uneven ground. In crowds, or even stores, they were much too big.
From a mom of 5.