Choosing the right travel system: why is the choice of a safe, ADAC-tested car seat extremely important
TL;DR: A well-chosen car seat/travel system can save your child's life. Independent organizations like ADAC, OAMTC, and TCS provide more extensive testing that is the ONLY real proof of the good-enough quality of your child's only mean of protection during car rides. If in doubt, go for Maxi-Cosi, Joie, Kiddy, or Cybex - they fit most stroller chassis (Britax Römer will also work well, just is less compatible.)
When finally knowing the stroller (system) you want to buy (or already bought it), there comes another question. What car seat (capsule) to get to fit on the stroller chassis? Which is the most comfortable (for the baby as well as for your manipulation), not overly heavy, looks good on the stroller, not too expensive... didn't I forget something? Oh, yeah, SAFE. Because - you know what? A car seat has to be safe in the first place.
A few points can help you spot a good, safe car seat, but the most important - and the one to look at first would be - well, it's not the price! An ADAC or similarly well-respected test of an independent, professional organization is a safe bet (also check OAMTC and TCS,if not finding your answer on the ADAC website). If a car seat scored well in their test, you're good to go. If a car seat has a bad score in such a test, don't take it lightly - and move on.
Even the cheapest, lower-quality car seat boasts passing the basic test required by law (a norm). This is the most basic test you can get and doesn't say much about the quality of the car seat's protection. It just says the car seat is working and not a hazard to your child's health per se.
I know, it sounds terrible... But a seller needs to feed their kids. So if you'll be thinking about a car seat in a store, and it's actually not the best (however, affordable for you), he/she's not going to talk you out of it and suggest something else - like a used, better-quality one. It can even be put so that it will sound like the norm is just fine. Believe me, it's not - and there's nothing more precious than your baby. If a quality material in a little more expensive car seat model will raise your innocent little one's chances in an accident even by just 1-2%, IT'S TOTALLY WORTH IT. One more percent to live is simply better. More percent is, of course, even more so.
Btw, if looking on a pre-owned car seat, look only at those used by one child, max. two (if the kids were very close in age). Don't go for an old car seat, however cheap. The plastics weaken considerably as they get older, and it doesn't even make much of a change if older while being used or older sitting in a closet. The changing of the (car's or storage room's) temperatures, the sun shining through the windows on the car seat... and the plastics, joints can jut snap that easier when under big pressure (which is the situation of an accident).
My general advice would be to look at brands that already design and produce car seats for some time - with good results. You can't go wrong with Maxi-Cosi - I don't even think they ever made a bad-rated 0+ car seat... Maxi-Cosi car seats also are - at least if you ask my three sons - the comfiest, seat angle- and fabrics-wise (not counting the reclinable car seats of the brands, of course - there, the angle of the laying position is even better). And an advantage for us was also the low weight of MC car seats. A higher-weight car seat can be sturdy, that is good - but think of a daily manipulation with a 5 kg car seat plus 7-10 kg baby. So it does matter how heavy the car seat is.
I also can recommend Cybex, which we liked for the safety as well as for cool-looking design and fabrics choice. Some fabrics are, however, making kids sweat in the summer, in my experience, so look out for that. Cybex's elaborate canopies are also a huge plus.
The Joie brand is also great because of some of the most budget-friendly car seats overall while not compromising your child's safety.
All these brands - along with Kiddy, Recaro, Nuna, and in the US popular Clek - fit on the same type of adapters (initially designed for Maxi-Cosi car seats/capsules). So if you see a stroller, pram, pushchair with available Maxi-Cosi/Cybex type of adapters, the Joie and other brands with the same attachment system will fit that chassis as well.
I will also mention Britax-Römer, which is a bit behind in compatibility with many stroller brands' frames - still, it stays a very good, safe option if buying a Britax model of a stroller/travel system.
Good to know: If choosing a reclinable 0+ car seat, don't only go for the design and/or renowned brand. Look at the possibility of it being reclined DURING the car trip. The reclining only possible with the car seat on the stroller chassis is a nice thing to have - but doesn't help much when 2-4 hours in the car, traveling through the country. It's mostly a feature for long shopping trips, then - and that is also not the most advisable with a small baby. In a car, 30 minutes is the longest way your kid should be in a half-sitting, non-reclined position of a 'normal' car seat; then you should make pauses... unless having a car seat with the almost-lay-flat position possible WHILE traveling. That is why car seats like Joie i-Level win in practicality (e.g., over Cybex's Cloud line, reclinable only when clicked on a frame).
I cannot stress it enough - please, be careful. There are many ways to save money or be fashionable and show off... a car seat is not one of those things. It is not necessary for it to match with the stroller. Even the possibility of not being able to click it on the chassis to create a travel system (meaning having to carry it from and to your home in your hands) is better than a cheap, not protective-enough car seat that doesn't need adapters and fits right on the frame.
You never know what happens - you can be the most careful driver, and someone else will drink(or get stressed out, then sit in the car and... crash into your family. To be the readiest - to get a safe, tested car seat, to belt it in/or click it in the Isofix base properly, and to not have your child in thick winter clothes while in the car seat - are the best ways to protect the most precious thing in your life the best you can.
p.s.: Remember, even a little safer is always better.
p.s. II: If in doubt, go for a Maxi-Cosi.
p.s. III: Don't obsess with the price. You can always go to a cheaper but good brand like Joie - or buy a pre-loved car capsule (one baby in it, 6-12 months of use, and it still is almost like new).
p.s. IV: Truly don't put a child in a winter jacket in a car seat. Get a 0-12m footmuff and wrap it around the baby in a sweater. Safety reasons.
p.s. V (final, finally): I know the article was very BOLD and opinionated. It is necessary to acknowledge the risks - and in this case, the risks are about your baby. So - be bold, too, and don't risk.
If wanting to know more about not the first, but the second, continuing car seat (and the next categories after that, I recommend reading this How to pick a second car seat guide.