Nope, you're not alone AB. I have several sets that either don't fit right, or I don't like the feel of them. One set is the favorite and I wish I could remember exactly where I found them so I could have more. They are high quality percale (remember percale?) the crisp full bodied no wrinkle kind that fit the bed tight with elastic only on the corners. More often than not, I'll wash them and put them right back on the bed.
The rest of the sets are inside pillow cases in the linen closet.