I read in Consumer Reports and other places, that thread count often is meaningless because of the way they can count the threads, IDK. But I have had some 1000 tc sheets, Egyptian cotton from unknown brands, packaged to look pricey that were inexpensive and crap. I've had Land's End sheets bought at least ten yrs ago on clearance, 200 tc percale, still going great. Besides Peacock Alley, the next best I've ever had were Ralph Lauren found in a close out outlet super, super cheap, enough that I bought several sets, again 200 tc percale, Egyptian cotton and lasted from years before my son was born, until I got rid of them when I moved because I was so sick of the patterns, so that would've been close to 20 yrs!
I like Company Store, too. Their comforters are oversized which is nice but duvet covers not from them are standard size so they lie funny. Cuddledown is my overall favorite but only when things are on clearance. Sierra Trading Post occasionally has some Peacock Alley priced amazingly but they go quick.
I love good bedding, so I watch clearance and coupons for my go to stores. I love switching out duvet covers (all bought very inexpensively), it feels like a new room. I have too many no matter how cheap I got them, so I have stopped. I'm the same way with shower curtains, and I have stopped, lol. I try not to open the sale/clearance emails from my stores, but they always get opened eventually. It is no longer frugal when I have so many, so I open the email and yell "serenity NOW, serenity NOW", take a peek and quickly get outta there!
Consumer Reports link, I'm not a subscriber so I can't unlock the brands they recommend, maybe someone else can, but the buying guide is helpful:
http://www.consumerreports.org/cro/sheets/buying-guide.htm