Question on swaddling a newborn?

I read to start swaddling from day one but only swaddle when they go for a nap (I already knew that) what if the baby falls asleep before ive swaddled him? Do I wake him up and swaddle him then put him in the crib or let him sleep without swaddling? Also, how should I dress him while being swaddled? We keep our place pretty toasty, between 71 and 73 degrees..