I will start of by saying that I am like The Princess and the Pea when it comes to mattresses and bedding. It's awful.
The best pair of sheets I own are a Wamsutta pair that my mom got me for Christmas about 12 years ago. I won't use any other sheets. In a pinch, I have a 28 year old set that I got from "Pfaltzgraff" way back in the day. They are great sheets but hardly fit my mattress.
That's it. I've thrown away so many I can't tell you.
I've bought some of the Martha Stewart ones for my son's bed (previously mentioned). They are okay and my son is okay with them.
I've bought the high thread count Kirkland (Costco) brand for my son--they are a beautiful brown but he hates them. I don't care for them either, just can't put my finger on it.
If you are a sheet prima donna, don't ever buy from Target. They've gotten really bad. Even my daughter, who doesn't care about much, couldn't sleep on the ones from Target that I bought for her dorm room. I ended up having to get another XL pair from Macy's (Style and Company) that felt pretty good but I haven't slept on them. Will be anxious to feel them when she gets home this summer.
So basically, I'm paralyzed with fear on getting new sheets because I hate the thought of wasting $100 or more.