There are bedsheets, and then there are bedsheets. Meaning, you get what you pay for. If you are shopping for a set of bedsheets from most retail stores and looking to pay $100 or less, then you are going to get average quality. However, that is not to say they are bad, but you need to actually feel the sheet to see if it's right for you. I suggest going to bed bath and beyond to touch what they have out. They typically pull a pillow case out of the set to let you feel.
Also, the threadcount nowadays means very little. Typically, the higher the threadcount the more DURABLE the sheet it, but the less soft as well. But there are some high quality sheets with higher thread counts that make them durable as well as soft. The problem is the cheaper sheet makers latched on to this as a number they can abuse for their benefit. Think of the Ghz race of the computer industry a few years back. Intel was pushing the "GHz" number ridiculously high compared to AMD during the P3 and early P4 cpus, but they actually did less work for that rating. As such, AMD was faster as a cpu with a lower GHz number. But Intel was still able to capitalize on the market by confusing the consumers who assumed the GHz number was all that determined how fast a computer was. That was because until that point it was a decent "indicator" but not something to rely upon completely. Consumers didn't know that so Intel ran with it. Same thing with threadcount today for bedsheets.
One thing to note about threadcount is if it gets too low, it will get scratchier instead of softer. This is why most sheets are 200 TC or above. Most of the 800+ TC sheets I've seen end up being very stiff from too much material and they get scratchy again because of it. A good premium quality set of sheets between 400 and 600 TC is typically best. If you can afford the good sets like Fili Doro then do so. Each sheet is typically $100-$150 with the cases being around $85 to $100. The duvet's can go for over $400. These are not typically sheets you find in retail stores. Anichini is another great maker of bed sheets.