Spend the most you can afford on your bottom sheet as this will be the piece that bears most of your twisting and turning during the night. Try for a percale fitted sheet as it will wear better. A well fitted bottom sheet will reduce the wear on the sheet and add to your comfort also. So check you have the correct width and depth fitted sheet for your mattress. Remember not all mattresses are the same depth. They can range from 6 inches up to 24 inches. If you choose to use a flat sheet for top and bottom sheets make sure to alternate which sheet you use as the bottom sheet when you change the bed to ensure the set wears evenly.
Most importantly make sure you like the feel of the bed linen. Different weaves will have different textures and beware of coatings made to improve the shop floor texture that will wash out later. This way you will get sufficiently good bed linen, if not better than expected.