If you often have winter in your place, try to choose those that can give warmth like flannel sheets and down comforters. If you live in a place where the sun always rises and gives heat, then you may need to use satin and silk which are cooler on skin.
The quality of the beddings must be considered highly. This is to ensure that you are buying something that will last for a long time. It is indeed true that the those with high quality will also cost more but you have to realize that in the long run, you will be able to save a lot if you will buy quality beddings. These are not prone to tearing. Look at the thread count and feel the softness of the bedding.