How many sheet sets do I need and do I need bassinet sheet sets?

I've heard that a pillow case will fit easily over a bassinet mattress and they are much more cost effective then buying specific bassniet sheet sets.

Am planning on wrapping our little Martini for as long as she'll let me and sleeping her in the bassinet (next to our bed) for as long as she'll fit in the bassinet.
Then planning to move her into her own room, into her cot with sleeping bags as opposed to sheets and blanket.

So how many sheet sets should I get for each (bassinet and cot)?

What about mattress protectors - which one's are good?

And as Miss Martini is due in early March, will she need blankets for warmth as well as wraps? Which blankets - keep reading about 'celular blankets'.

Help ... first time Mum very confused!