I've heard that sleeping with your hair in a hair sock is a good idea for those with long hair, and I'd like to try it, but I have questions.  Can you buy one, and if so, where? Or do you have to make one?  Do hair socks work better than using satin pillow cases?  My hair is just getting so long now that it gets a little messy overnight when I move around.  I could braid it, but my hair is pretty fine, so it doesn't hold a wave well. It might look funny in the morning.
Anyways, I would appreciate any and all advice.  Thanks!

Hair socks - yes, that is my specialty! 

I used a a soft, cotton crew sock (that I lost the mate to many, years ago), to roll my hair around.  I have also braided my hair, coiled it and dropped it into the sock, then secured the sock with a bunjii or scrunchie.  I've even used the leg of pantyhose to put my hair in when biking in really windy conditions.

No special socks are needed, just whatever you have available.