I prefer the cotton sets, but they have polarfleece and microfleece sets as well.
Almost 75% off some sets.
Luxurious plain cotton sets
https://www.bedbathandbeyond.co.nz/winter-sheets/WS0080/Lux-…
Patterned cotton sets
https://www.bedbathandbeyond.co.nz/default.aspx?q=Hush+Flann…
Pretty sure these go down to $15-20 when we are halfway through winter. I would hold off unless it was an urgent requirement.