I've gotten a bit fanatical about this over the years. I think my husband might be a little worried about me. I only buy cream bed linen, varying shades but really nothing but cream.
Let me explain, very shortly after toots was born I received a gift for her. It was a full set of bed sheets (cot sized) with a tiny pillow case, cot bumper and a little quilt.... all in fuscia pink. I don't mind pink and toots is a girl so I think she deserves some pink occasionally (well perhaps purpley/pink). The set was lovely and soft so I decided to use it on her cot and babies being babies it lasted approx 36 whole hours before the sheets needed to be washed.
I decided to strip our bed as well and get everything washed and changed in one go... and you can see the problem straight away, fuscia pink sheets and cream sheets are not the best of friends in the wash. I carried on using the pink sheets every other bed change for a couple of months and then got fed up with the extra load of washing just to accommodate the different colour. From then on in it was cream all the way baby.
Toots is still young enough not to mind the lack of character bed linen and this way I can change all my beds, one load of washing and they're done. I also fold everything up together into one parcel and put away for the next change to save me time hunting through a sea of cream for one more pillow case. It saves me time on the changes themselves and money on the laundry bills. This is what works for me.