This is a personal preference and also depends on the fabric. In our opinion, a linen sheet does not need ironing as the creases are part of linen's charm. A white cotton sateen will be less prone to wrinkling, especially if you avoid it getting too creased in the first place. A white cotton percale may need a bit of a press, but if you avoid filling your machine too full and then hang your sheet to dry, the creasing will be minimal and a quick iron should be sufficient.