Since I'm particular about everything I put in the house, I would most likely mix and match different shams and sheet patterns in coordinating colors - such as the Luna bedsheets and Bombay sham in white. I also love the Prato and Amorosa. Made in Italy of Egyptian cotton sateen ranging from 300 - 600 thread counts, prices begin at $95 for a sham and $480 for a sheet set.
I know, a lot - but this will blow your Williams Sonoma sheets out of the water (and if you're still on your Bed Bath & Beyond college set, Lord, help you). The kind of gift you buy yourself, take special care of, and watch it last years upon years. Plus, you could buy a set of shams for the holidays, a sheet set for a birthday and a duvet cover for an anniversary - just takes a little forethought and saving.