1) The very first thing you should always do when your cat has stopped using the litter box is get them checked for a urinary tract infection. I don't care how healthy you think your kitty is, before you try any other method for solving your cat's litter box problem - get your cat over to the vet and have the little furball checked out because UTI's are the #1 cause of litter box avoidance.
2) The next thing I would do, especially if your pet is peeing/pooping on a bed or other furniture, is go out and get something to cover and protect that furniture, that will also discourage the cat from wanting to spend time on it.
- A large plastic drop cloth (very inexpensive - can be found at the hardware store or any other store that sells paint supplies.)
- A fitted mattress cover, if it is a bed your cat is peeing/pooping on. (More expensive but a little better looking, less conspicuous.)
- A sheet of heavy vinyl (can be purchased from the fabric department at Wal-Mart)
- Or something similar. You can get creative with this. I think one person mentioned they had used a tablecloth!
Even if it doesn't discourage the kitty from attempting to potty on it - believe me, after one time of peeing on it and ending up standing in a puddle of their own urine, your cat isn't going to do that again!
3) Keep the area covered whenever you aren't using it, and anytime the cat has unsupervised access to it. That means when you leave the house, either keep the doors shut or cover the furniture/rug/bed/etc.
It would be wise to take one extra step and cover other furniture as well, even furniture that the cat hasn't been using as a potty - just to be safe. Sometimes, simply doing this will solve the problem on it's own because the cat will have no other suitable potty option other than the litter box.
Think about it. If there are no soft beds or couches to pee on, and the only other option is the kitchen floor or something like that, it's almost certain they'll opt for the litter box.
No matter what other method you're using to retrain the cat, I would recommend doing this step because it will save your belongings and usually speed up the process at the same time.
4) Consider looking for a more absorbent litter. If you think about it, one of the reasons a cat would like peeing on a bed is because of how quickly the urine is absorbed. Perhaps your cat is upset at how slowly the litter she/he has is absorbing urine.
If your cat's paws are getting wet while urinating in the box, or their urine is splashing back on them, that obviously isn't a very pleasant situation. So they're bound to look for an alternative that's a little more neat and clean. (for them at least!) It may be a good idea to shop around for a litter that absorbs more quickly.
If you have a kitten, make sure the problem isn't just the fact that the kitten can't get off the bed. Sometimes people will be playing with the kitten on the bed, and being so high off the ground the kitten won't want to jump down to go to their litter box. So naturally they just eliminate right there. That's something to keep in mind if it is a small kitten (or older cat with joint problems).
As far as cleaning the blankets or other machine machine washable material - actually, any material that can be washed at all, you need to clean it very thoroughly with some type of enzyme cleaner. It's very important to get the urine scent out completely.
In some cases, the situation that caused the litter box problem will be resolved - yet the cat will continue the behavior either out of habit, or because their scent is still there. So it is crucial that all "evidence" of the accident be removed.