Andrea
Buy whatever crib bedding you want. My son has been sleeping in a crib since 3 months, he is now 10 months and I dont think he has ever once used the blanket it comes with. I just give him one of his baby blankets and the crib blanket stays tucked in, more for looks I guess. I have honestly never seen a crib set blanket that is actually warm haha.

Leigh
is it for a new born? if so you shouldn't use a blanket or bumper. one step ahead has some great Quality,mother tested breathable bedding

checky
You should consider the materials used in manufacturing first. Get as close as you can to 100% cotton because synthetic materials may irritate sensitive baby skin. Flame-retardant is also a must. Actually I think it's a law in many states that sleep materials for babies be flame-retardant. You also definitely want machine washable sheets and blankets. You'll also need at least two extra sheets. You will have lots of times that sheets are only clean for one night--diaper leaks, spit up, etc--and you won't always have time to do laundry every single day. Most bedding sets include a bumper. This doesn't mean you should use it. Skip it for a newborn, as it can contribute to SIDS deaths. When baby starts moving independently, i.e. pre-crawling and sitting up, you can start using it if you are concerned about head bumps. The dust ruffle is purely aesthetic and has no bearing on baby's safety. The blanket, like the bumper, should be put away until baby is a little older. It is also a SIDS risk. Instead, invest in a few baby sleeper outfits. If you feel that baby isn't warm enough, you can always layer it with onesies, but make sure not to overheat the baby. He is more likely to wake up to let you know that he's too cold than he is to wake up to let you know he's too hot. I know, that sounds like heaven to a sleep deprived parent, but temperature is important when you're that little. Being a little chilly is safer for baby than being way too hot.