My beds are fitted with the following:
Completely sealed (zippered at bottom) mattress bag for liquid, bug, and odor protection.
On top of that I have a standard mattress protector like a fitted sheet.
Then I use deep pocket fitted sheets that are cross clipped under mattress to prevent slipping off.
I then have flat sheet, and three level thickness comforter (for non Americans, that's a warmth blanket, not a protection device) available. On a 1-10 scale, I have a#2, #6,#10 blanket in storage trays under bed. As my home is in a usually warm climate, the #2 is heavily used, but even we can get to "freezing" temps so I make them available.
But we also have standing fans, space heaters (modern ones. Not the old exposed grill ones) as well as hot/cold electric pads.
I also stock, and they are in sorted/labeled bins in closet, 2 pillows per guest of three levels of firmness. So, while that means I am storing a LOT of pillows (30 pillows) and blankets (12 blankets) in my 3 King bed, 2 queen air, 2 bath home (that's what guests have access to, I also have my own Master bedroom) I find that they like the options.
But I also have bikes that can be borrowed (gps tracker hidden in bike), as well as board games, a Plex library with 1000+ titles not found on Netflix (like entire collections of movies, even in multiple languages) so maybe people are happier that way.
I don't buy super high dollar items. I think my entire pillow collection was under $300.
Overstock.com has FANTASTIC bedding sets for under $50
I'll usually ask a guest what their preferences are before their arrival. Left side likes firm pillows, right side likes soft? That's how it is on arrival.
Same with bedding.
I don't go for solid color. I go for accident concealing patterns. Paisley, mesh, crazy floral. A yellow solid sheet is much easier to notice any imperfections than something like this.
https://www.overstock.com/12835232/product.html (not that this is $50, but you get my point)
Go with patterns. Don't go solids.