Start out with clean sheets! When washing them, be sure to wash according to what's on the tag.
When putting on a fitted sheet start at one end of the bed and be sure to tuck the corners of the sheet under the mattress.
When putting on the flat sheet, it is easiest to stand at the end of the bed and fluff the sheet towards the top. For a snuggly feel, you can tuck the edges that hang over the bed under the mattress.
When putting on the comforter, it's best to do this the same way the flat sheet was put on with the fluffing technique. You can tuck the excess under the mattress for an extra tucked-in feel.
Keep pillow options around! Your best nights sleep can be determined by the pillow you're sleeping with.