Disclaimers: These may yield different results for short haired pets. I am not yet famous enough for affiliate links, so any linked items are a truly honest representation of my recommendations.
If your pet is allowed on the bed and leaves fur all over your bed, GET YOURSELF A CHOM CHOM ROLLER. After many years of using a white duvet cover to camouflage Wrigley’s white fur, I was shamelessly about to switch to a patterned one since Tucker has added brown fur into the mix. My initial impression of the Chom Chom was not great and I almost returned it because it seemed overpriced ($24 at time of posting) but ended up keeping it solely for running over my bed. It works on duvet covers, sheets, pillowcases, and even my headboard.
I used to waste a lot of sticky lint roller sheets trying to make my bed look marginally better. The Chom Chom roller is much faster and more sustainable. The rolling motion with the double sided velvet piece is the most effective tool I have ever used to remove fur from sheets in just a few quick swipes.
Others rave that the Chom Chom also works well on any flat fabric surfaces, like microfiber couch cushions. I have more textured fabric on my couches so I can’t speak to this, but I prefer a sticky lint roller for clothing. You need a large, flat surface to lay out any clothing and need it to stay held pretty tautly or the fabric tends to bunch and wrinkle before you can get much fur or lint off.
On my guest bed, I keep an extra fitted sheet over the entire made bed. I use a spare king-sized sheet on a queen bed and am able to cover all the pillows and comforter as well. This is a protective cover against my dogs randomly romping or napping on the bed. I periodically run the Chom Chom over the protective sheet, then do one final pass and take the cover off when I have visitors so they have a clean and ready bed.