Belated congratulations on the birth of your son! Boys are a lot of fun.
Funny, I was going to say the exact opposite of Johnny. We gotthe Mustang PFD's
for our boys, and feel good about their use. They make an infant version, too
. I sewed a strap through the back to which the tether can be attached. My boys were 4 and 6 when we started sailing, though much like an infant, they still can't swim well.
With an infant, I think its a tough call as to whether a tether or a PFD is best. The tether and harness are designed to keep the baby from going overboard, while the PFD is meant to keep them afloat if they do go over. In the end, you have to do what makes you most comfortable, but with a child that young, I would probably insist on the PFD because it will get them into the habit early. I'd tether them, too, and I'd probably consider netting around the cockpit area. Not that netting is the be-all and end-all, but at $30-50, it seems a no-brainer.
With our new boat, we have a bigger foredeck and easier access to it, so I'd like to start letting my boys go forward. My plan is a jackline with tethers, the tethers being attached to the webbing loop that I added to the PFD (it's literally a loop that goes all the way through the arm holes of the PFD). I'll probably also add netting to the foredeck area.
With an infant, I'd be more worried about how to secure the seat/carrier, and how to keep him entertained while he's aboard. I've seen some jumpers that attach to the boom, and some other neat toys for little ones.