A sleeping bag restricts movement, I wouldn't be able to stand that. I'd rather have something with a little bit of pressure for a soothing effect, but something that would still allow me to move my legs and spread out how I want.
Here's a link to a place that has a lot of good information about them and you can order a custom blanket too, if you wish.
DreamCatcher Weighted Blankets
I might try one, I might not...they're quite pricey.