As I mentioned here, this is something that you really do not need. The only thing we use for our set is the fitted sheet.
Most crib bedding run from $60 to $180, so they are not cheap either.
If you still really want one, the good news is that I see them at garage sales and mom 2 mom sales all the time. The cheapest I have ever seen a set is $3 and they are normally about $20 for regular bedding and $40 for quilted bedding.
This is also probably one of those things that if you are buying it to begin with you are probably looking for something specific, so the "do you love it" question is probably a big variable on what a "good" deal is.
As I also mentioned earlier, I am using the bedding set that my made for me when I was a baby. All but the crib sheet is not being used.
Do you have a bedding set? Do you use it? Did you get a good deal?