My baby brother (ha! 6'7" and close to 250lbs 'baby' of the family) and his girlfriend recently invested in a California King bed, and we're in Australia so the bed itself had to come from Sydney, just over 1000kms to get to their place. The only places they can get linen are online and yes it is a bit more expensive, but Brother assures me that it is worth every penny.
They have so far only invested in two sheet sets and one quilt cover/pillowcase set, plus a mattress protector, but they did spend some serious money on the sets - they got 800thread count cotton/bamboo blend and I think they paid just on $AU350 for each set. The main reason they got such expensive sheets is they they know that this brand lasts, mainly because Mum has a 15-20(ish) year old set that are the same brand and still look new.
For a big guy, a big long bed makes a hell of a difference, and as long as you get good quality linen and take care of it, then it works out pretty cheap per night you sleep on it!