You can go to Kids / Babies 1st Furniture off of I-45. They have all kinds of goodies. They have some bedding sets in the store, you can order out of a catalog, or you can even pick your own fabrics and have them made. It just depends on how much money you want to spend.
I actually found a bedding set off of Ebay and went that route. Which of course I regret now. Since they only thing that I use from that set is the bed skirt! The bumper pads and pillows all had to be taken out of the crib as soon as I brought my son home from the hospital. These items are just for decorations until your bundle of joy arrives.
Congrats on being a new Grammy!