Can you give us a price range for "affordable"?
I had a set of Lauren Ralph Lauren ones that were on closeout + private sale + extra percentage off at ralphlauren.com, but then I discovered the awesomeness that is Costco's Kirkland Signature sheets. Makes the LRL one feel scratchy!
Unfortunately my Costco doesn't carry them anymore, so they might be discontinued...but they're something like 600 thread count pima cotton for...somewhere between 40-60 dollars? I'm sorry, I don't remember...but it's the whole Queen-size set, and available in white or ivory.
As for Macy's Hotel Collection: I have an amazing set of turkish cotton towels...only downside is the dye bleaches out with certain skincare products. But other than that, their softness and plushness is amazing, so I assume the brand's sheets are excellent too.