I am interested in the Zote, too...will have to check out my local WalMart later today...
As far as sheets are concerned, maybe I've been brainwashed by my school, but I really like white sheets. As a client, I like them, since you can see easily if they're "skanky" or not...In our school clinic, we only had cheap, ugly percale printed ones (despite their protestations that we should use white for our final, they only had colors and/or printed ones in the clinic) that were often so stained I was embarrassed to use them. That's probably also due to the fact that the school clinic provided grapeseed oil as our oil. From what I understand, that's the most staining (and, of course, the cheapest!)
For my own clients, I bought 100 percent cotton white flannel sheet sets from MW. I liked them so much that when they had a special a few months back, I bought a whole dozen sets in white. The quality is great, they came with a face cradle cover in each set, and they seem to get better over time. I have never had a problem so far with staining. I like the fact that I can wash them in hot water, and, since I tend to use a non-staining oil, like Biotone's Clear Results or, more recently, Fractionated Coconut Oil, the oil stains just wash out. I also think it's just less obvious on flannel.
I like the "tuckability" of the flannel, too, when draping. I have some high-count 100 percent cotton (non-flannel) sheets that I'll probably use when it's really hot out in the summer, though.