My FINAL decision :)
The bumper, sheet, and skirt:
The bumper and crib skirt. I might change it up and add a plain blue crib sheet. I figure we'll need the extra sheets.
I like the soft blue trim at the bottom of the crib skirt. I'm hoping to find coordinating drapes.
The set I bought came with a changing pad cover, extra polka dot crib sheet, faux fur blanket (SO soft), a little lovey blanket, and a round basket. The 3 piece set (skirt, sheet, and bumper) comes with the rectangle basket. We'll need the baskets for the changing table so it all worked out.
I'm happy that the argyle pattern will still be in the room for the time when we don't use the bumper.
Thanks for your help girls!