I use sheets always, and for the white fabric backgrounds and such. I think the best is 200 thread count, good quality cotton. A higher thread count makes it harder, not easier. Good quilting fabric is about 70-85 thread count, to give you some comparison, so a nice crisp 200 count is the easiest to work with. And sateen is slippery, and frays more easily.
I go to Ross or TJMaxx or Marshalls, and I like Ralph Lauren or Tommy Hilfiger solids.