Ebay! I think that is the best and cheapest place to get whatever it is you want. Especially if youre not close to the shops also.

We just went basic until we found out what it was Jesse really likes (Elmo).. so now he has an elmo theme. But there are alot of nursery sets out there that arent a particular character.
Id probably google nursery bedding or something to start with, find out what it is you like, then have a look on ebay for it. No doubt it will be on there for a cheaper price also.

Have fun!