When buying sheets, we pretty much exclusively shop at (drum roll, please) Ross Dress for Less. They have a huge selection of sheet sets from great designers. You have to go with an open mind and be willing to dig around, but oh, the treasures you'll find. Although we were once exclusively white bedding only, we found stunning, high-end chocolate brown and smoky blue sheet separates and it changed our life and the look of our bedroom forever. We ALWAYS find at least one set of great sheets… 300 thread-count, 100% cotton queen-size sheet sets for under $40 is our kind of deal, and that’s what you’ll find.