The folks at Real Simple explain that aside from percentages, that is, blended sheets that have 80% cotton and then a combination of other synthetics, the difference is quite simple:
When it comes to sheets, cotton is king (and queen and full and twin). In other words: It’s the best. But how do the various types of cotton differ? Here’s your answer. Top-of-the-line sheets are 100 percent Egyptian cotton. Second best is 100 percent pima cotton, also known by the trademarked name Supima. If a label says simply, “100 percent cotton, ” assume that it’s American upland cotton, a rougher, less expensive variety. (Yep, it’s that easy.)
They explain that a good pima set can cost you upwards of $200, while high-thread count, 100% Egyptian can be more than $500, so watch your budget. Also, if you've ever wondered about the difference between "sateen" and "percale, " they're actually different weave types, not fabric types. Real Simple says that percale is lighter and better for people who get hot while they sleep, while sateen is a bit heavier and cozier. Ultimately, if you can feel the fabric before you buy, that's a good way to tell whether you'll like it, and remember there's nothing wrong with buying blends to keep costs down.