Buy better quality sheets. Pilling is caused by short fibers. Buy long staple cotton and it will never pill.

Linda, you nailed that. LOL

I will also add that just because something is 1, 000 thread count and cost big $$$ doesn't mean its high quality or made with long staple cotton threads.

So how can you tell when you buy them? What are the determining words to look for on the package/ad? If they are long staple cotton threads will it say that?

I bought some fairly pricey name brand sheets descibed as "sateen", and felt great until I washed them and they could almost be described then as "flannel finish". Supposedly they were high thread count Egyptian cotton.

It's not about thread count...it's about "long staple cotton".
Look soft Pima cotton...or supima sheets. There are others but that is simple to look for.

A few years ago I got some supima cotton sheets from Costco. They were an honest 600 thread count sheet. It turns out a lot if not most sheet brands cheat by twisting 2 or more threads into a single thread and then a 200 thread count sheet gets listed as 400 or 600 thread count. Those Costco sheets were the best I have ever found with almost a satin feel. I found that I couldn't count on price to judge sheets. Unfortunately, Costco was discontinuing those sheets and I got one of the last sets at our local Costco. At the time, their site had a good discussion about sheet quality. I would check them out.