I know that much ado is paid to sateen sheets these days, but I just can't sleep on them. Give me some crisp real linen sheets any day and I'm happy. I don't like to feel like I'm sleeping on velvet. I personally buy high thread count (but not too high) fitted sheets, not sateen, that are as crisp as I can get them and I use antique flat sheets. I have only invested in one sheet of this quality because
1. they are expensive
2. they require a lot of care - I don't dry mine... I hang it over a shower rod
(I want to build the clothes line Martha featured in her magazine a few years ago, but that's a whole other story)
You can find vintage pillow cases on eBay also. Aren't those monograms incredible? They were all stitched by hand. Really amazing. I'm providing a link to one of the sheets, but the same seller, based in France, has the others listed also. Just click "view sellers other items" on the right side of the listing if you are interested.