First, add your tight fitting sheets to the bed and tuck in the corners really well.
This is what it should end up looking like.
Next, add your loose fitting sheets. As you can see in the picture, I'm kind of lifting up the mattress. If this helps you to tuck them really well, you should deffinately do it.
This is how it should end up looking.
Then add your comforter and tuck in the corners.
Next, add your regular pillows.
Then, add your decorative pillows or shams in front of your others.
Finally, you're done and your bed looks great!