Narrated from Sayyiduna Anas bin Malik (may Allah be pleased with him) that the Messenger of Allah (peace and blessings of Allah be upon him) liked "Habrah", that is, the Yemeni sheet (to wear), more than all other clothes.
Narrated from Ummul Momineen Aisha Siddiqa (may Allah be pleased with her) that when the Messenger of Allah (peace and blessings be upon him) passed away, he was covered in a "Burdi Yamani" (a Yemeni sheet).