What is the best way for your baby to sleep? What can you have in the crib? Nothing. There should be absolutely nothing in the crib with the baby. End of story.
Those crib sets are all for show, they should not be used in the crib with the baby. The comforter is too big and thick for the child, it can easily come up and cover the baby's face. If it is chilly, dress your baby in warmer clothes while she is sleeping. You can use a light blanket for her. I also like to put the baby closer to the bottom of the crib and tuck in the blanket all 3 sides. This way the baby can't kick and dislodge the blanket to get it in her face.
The bumpers for the sides of the crib are unnecessary since the baby is not rolling to the sides in the first months, and if she does you don't want her to be smothered by them.