Rudey,
Marshall Fields (online) is having a sale on bedding, you might want to check out the website ---
http://www.target.com --- If you have some spare time I would run into Marshall Fields and take a look around the home department. If you go into the store, touch the sheets and notice the feel of the different thread count. I would go with a 350-400 or higher threadcount. They are little pricey, but worth it. As GP said, once you go up on threadcount you will never go down.
Good luck with the whole bedding thing.
-wendi
--also Eddie Bauer has some nice duvet covers--you might what to check there as well.