I have to say that considering how little the duvet set costs, I was actually pleasantly surprised by the quality of the fabric. The satin feels lovely and soft, and doesn't snag too easily - even after having my cat quality assuring it!
It is true that the pillows will have a tendancy to slide off unless they are sat on something non-satin underneath - but that is easily dealt with by just using cotton pillow cases for the bottom set of pillows.
The only minor issue I have is that the fitted sheet does have a tendancy to wriggle free but that is not too big a problem for me.