S.J.
Not inexpensive but awesome quality and super soft and snuggly - Fleece Baby crib sheets. They have a deep pocket too so that they fit snugly around the entire mattress. We bought 2 of these in 2006 when my DS was born and we are still using the same 2 pairs today for DD. They have been washed at least once a week and my son slept in the crib until just a few months before DD was born so they have been in near constant use for 3 1/2 years and still holding up great. It was definitely worth it to spend a little more upfront b/c we haven't had to buy another crib sheet since.