I have bamboo sheets from Malouf
Malouf - Rayon from Bamboo
When my wife and I bought our mattress they gave us $300 to spend at the store as part of the sale so we got these sheets. My wife really loves them. She says that these sheets and her Bedgear pillow were her favorite parts of the purchase even more so than the mattress.
The knock on bamboo sheets is that when you wash and dry them, they get wrinkled at the opening of the pillowcase and I can confirm this is true. It's not really that noticeable but I still thought I would mention it. I think you can avoid the wrinkling by hanging the pillowcases to try. The sheets, and fitted sheets don't have this problem.
They are definitely cool and comfortable. These are pricy, and I would imagine you could probably find a cheaper version on amazon, but when it comes to bedding I made the decision I wasn't going to be frugal. I think it's worth it. I am pretty sure that sheex are similar and can be purchased on amazon or BB&B but I don't have any experience with them.