Else, good for you and your new bed. Nice to see Kitty has christened it.
On the Duvet cover, I use small safety pins to pin the comforter in place, 4 across each end. I have the Duvet inside-out, pin the comforter in place, then turn it outside-in. Erm. Well you get the idea.
Now, for a warm bed: We use a mattress warmer. It is a mattress cover that is electric. Two controls like an electric blanket. I love it! I turn it on a 1/2 hour before bed time in winter, and the bed is all warm and snuggly. I turn it off just after I crawl in. Kev and I sleep at diff temps, so if I don't have quite enough covers on at night, I turn the bed on. (Nothing like turning your bed on!)
Else, those sheets sound sexy. Just don't go humping, erm, sliding your girlfriend into the headboard. They can be pretty slick.
I still love my "do not disturb" mattress "the bowling ball" mattress from Simmons. But I want to get a tempurpedic topper for it. Soon.