T.P.
Here's what always worked for me - I just told my boys if they got out of bed, they would have to sleep in their crib (I always left the crib up). I would give them 1 warning per night, and then if they got out again, I would put them in their crib to sleep (but I never even had to). Just the threat of it always worked. But you do have to be willing to follow through IF you need to. But I always closed the door/light off. Less ways to get distracted that way. My boys always did fine.
I wouldn't worry about the mismatching sheets - you could always put a matching blanket on top of the sheets, but no one is going to care if it looks weird. It's a kids room, it's functional. :)