I live in car-obssessed, sprawl-plagued Tucson and routinely popped my sleeping baby in to my sling when I needed to get him out of the car. He would stir for a moment and settle back in to the sling quite happily. He loved the sling and was much happier hanging out there then the infant seat. The closer a baby is physically to you the happier that baby is going to be.
I have never understood why people carry their kids around in those plastic buckets. They are awkward to carry and put your child at dog/cigarette/get-banged-around-constantly level. Slings keep your children up out of the fray (better then strollers that way too) and you and your baby are then much more visible to pedestrians and drivers (I have had drivers almost hit my stroller more than once - it's in their blind spot if they are turning right.) For the first year, I wore my son and used the stroller only when we were going to be out for long time and then primarily to carry any extra stuff or purchases.
My only caveat on the infant seat is that a newborn baby is really floppy and in my experience convertible car seats do not recline far enough back to give a newborn proper head support. My son was 8lbs 13oz at birth and very strong and stout but we had a hard time keeping his head from slouching even in an infant seat with lots of blankets around for head support. My son is almost 3yrs now so maybe there are improved seats/head supports that will address this issue. And it was only an issue for about 8-10 weeks anyways, so if you are not in the car much you can just do your best on the few rides that take place during this time.
Never worry about picking up a sleeping baby to put that baby in a sling. Your body and your movement will quiet that child right back down if they do make it all the way awake. And I would recommend a good sling over the Baby Bjorn any day. We had both and the sling was much more comfortable for my little guy, even forward-facing. The Baby Bjorn seemed to force him in to this splayed out position that he didn't want to be in. When he got too big to carry comfortably in the ring sling, I switched to a Mei Tai carrier, though with the next kid I'll probably invest in an Ergo.
Great idea about keeping baby gadgets to a minimum. We did the same and never regretted it though it was hard to get that point across to the rest of the family (kept trying to get them to buy us children's books or diapers instead.)
Good luck with your baby.
Kerry