I bought a new bedding set that has a bunch of different pillow shams. I can't get them to not look 'sloppy'. I even arranged them on the bed the same way they showed in the catalog. The shams seem droopy. I was thinking I need denser pillow inserts so they hold their shape better. I've tried a few different pillows but none are dense enough. Any ideas on how I can make the shams hold their shape? Thanks.
Wrap quilt batting around some of the inserts that you tried. It's a quick and easy way to bulk them up to make them more robust. If the fabric itself is really too lightweight, it may not really have enough body to be used how it's being used. A lot of the budget "bed in a bags" use too thin fabric like that. There's not a lot of help for that unless you're willing to remake everything and add interfacing or a lining to it.
Do it right from the beginning if you only want to do the job once. It'll be cheaper in the long term.