I wasn't sure on having a sound/white noise machine in the nursery, but our pediatrician recommended it, as well as the Moms on Call book, which I essentially consider my baby instruction manual. I do think it helps C sleep; our pediatrician said using a white noise machine has something of a "Pavlov's dog" reaction where it actually helps them fall and stay asleep (and fall back asleep if they wake up during the night). At the very least, it drowns out background household noise and keeps them from startling awake during daytime naps.
This plush sleep is pretty much the cutest sound machine on the market! It has 4 different sound options (Mother's heartbeat, spring showers, ocean waves, whale songs) and can be set to run for 23 or 45 minutes.
This sound machine isn't nearly as cute as the Sleep Sheep, since it's not actually a baby product; it's just a normal sound machine. However, it's better than the Sleep Sheep in several ways. One, it can either run for an hour, or ALL NIGHT. The key to a sound machine is that it has to run all night; otherwise, it doesn't help your baby fall back asleep on their own if they start to wake up during the night; secondly, sometimes the shutting-off of the sound machine can actually wake the baby up. Secondly, this one has a true white noise setting, which the Sleep Sheep doesn't. White noise is the ideal setting for drowning out other noises, because it is a constant background noise. Heartbeats, rain, and ocean waves all have pauses between sounds, which decreases the sound machine's effectiveness at drowning out background noise. Finally, the Conair sound machine has a power adapter, while the Sleep Sheep runs on batteries (the Conair has the ability to run on batteries too, which might be nice if you're traveling). If you haven't learned yet, you will soon - avoid battery-operated baby products at all costs! Those batteries always seem to run out at the worst times!! And...for a bonus perk...the Conair sound machine is about half the price of the Sleep Sheep.