We got bumpers for #1 - and the set was pretty pricey, too, I have to say! I think it was on the crib about 2 days when my baby got her little arm stuck under it - luckily I was there to free her, but all I could think about was what if it had been her head? Newborns don't move all that much, but you just don't know when they're going to start, and I figured, after that, why take a chance. I didn't know about the SIDS issue, but I could see it would be a problem if they turned their little faces into the bumper and maybe couldn't breathe as well...
Despite the cuteness factor and money spent, we got rid of the bumper set and didn't even think about it for #2 or #3. Just my thoughts though - I do tend to be a worrier!