I absolutely love Costco flannel sheets! They are so thick, soft and cozy, they wash and dry beautifully. Made in Portugal - I was looking at the LL Bean catalogue and their sheets are also made in Portugal - I am sure they are the same manufacturer.
Unfortunately you have to buy a set and I know you are looking for singles - I wouldn't even bother with Sears, Zellers or Wallies - you might luck out at Winners or one of the other home stores and get a quality single.
J