I think of old ladies trying to keep their salon hairdo going all week. We have a couple of satin pillow covers that zip and are meant to have another case over them. The other cases always slip partway out. I had a set of satin sheets growing up and they snagged badly and looked awful pretty fast. Those weren't true satin though but a blend that looked like satin but was sort of stretchy. I'm sure that terrible description is no help, sorry.
The kind Jaime is referring to are sateen, I believe. We had a set of those from Costco and guests would always comment on how great they felt. Unfortunately, they didn't wear very well and we wore the bottom sheet so thin that it ripped after a few years. They are super comfy though.