I don't think it matters as much for your hair versus your general comfort as long as its satin/satin-like. The reason I say this is because I had a couple satin pillowcases of varying quality, and the ones I preferred were of a heavier weight fabric versus the cheapy super thin kind. I have found that the cheaper ones are more slippery, and I didn't like sleeping on that. I think its a matter of personal preference.
3c-like S-waves and random curls
Fine density; medium & fine strands
Naturally very dry and very frizzy
I don't think it really matters either. The one I use was only like 5 bucks. Seems to do the trick for me. I noticed a big reduction in "Good Morning Frizz" A satin pillowcase really is better than a regular cotton one.