Most pockets come with one or two inserts (the MyBaby ones do) made of microfibre which absorb more than cotton prefolds. There's no problem using prefolds in pockets though, saves you buying additional microfibre inserts.
The only thing I found with OSFA pockets is that they were too big on my newborn baby which was where the sized prefolds and wrap were an affordable option (they had paid for themselves by the time he went up in size and now I get to use them again for baby no2!).
If you're wondering how much money nappies will cost & how much you can save by using cloth, have a look
here.