Dampen the palm of your hand. Wipe the pet hair off in a downward motion. The hair will ball up and stick to your damp palm. You can also use a piece of wet sponge to do the same.
Gloves are good:
Buy a latex glove and put it on. Then rub it on the cloth. The hair will stick on it. You can dampen the glove for increased effectiveness.
Brush it off:
Use a regular toothbrush. Just wet it and start rubbing it on the cloth in a circular motion. Don't use this on delicate cloth items.
You can use duct tape or any type of thick, sticky tape to remove pet hair from your clothing. Just pat the tape across the clothing the pet hair should stick on it.
If you tumble the clothes/sheets in the dryer before you wash them, a lot of the hair comes off of the clothes. Then wash and dry as usual. Make sure the lint filter is clean when you do this.