Go to JCPenny's and ask for satin pillow SHAMS.

Don't ask for pillow cases because they don't carry them, but they do offer satin pillow shams (the difference is basically that a sham is the one with the zipper at the end, while a pillow case is loose over the pillow) Sometimes the sales staff may not be knowledgeable enough to know, but just go to where they sell pillows and shams at, and it usually a point of purchase thing (the little boards with things hanging on them at the edges of the display racks)

They are like $4 per sham. You can get them a little cheaper on the internet, if you want to wait.