There are lots of bedding sets that will claim to have 'cooling effects', but ultimately this will come down to personal experience and why you want a cooling set. Know the sleep issue you face first to decide which of the best cooling sheets below will be right for you. If you're generally a hot sleeper, for example, look for a set that is cool to the touch. But if you're buying and planning ahead for hot weather, a lightweight breezy linen set will help keep your bedroom cool in a heatwave.