1) Be careful with cotton thread counts over ~350 count. There is a big tendancy for companies to change the definition to sound like it is high thread count, and thus the count may not be as high as you think. For example, a thread may be made of 3 fibers, and a sheet may have 200 of those threads in each square inch (100 vertical and 100 horizontal). But is that a 200 thread count (counting threads) or a 600 thread count (counting fibers)? The answer depends on the marketing department of each manufacturer. Generally go for 250-350 thread count cotton, and if you want higher make certain that you aren't being scammed. Once you find the right thread count, quality of the fibers matters more than anything else.
2) Satin can be troublesome to dry skin. Satin and dry skin work like velcro. The dry skin is the hook and the satin is the loop. I personally cannot stand to even touch anything satin due to that effect.
3) I haven't tried silk.