Have you ever had a sweater that you painstakingly hand knit, worn lovingly, then washed and had it turn up with little bits of fuzz or pills all over it. This article in Bellaonline Spinning explains how to start from the fleece to prevent this, but because you may not have spun your own yarn you may need sweater first aid.
One suggestion before starting your sweater is to choose wisely when selecting a yarn. A very soft yarn, if the short fibers have not been removed, is prone to pilling, this can be minimized by choosing a pattern with a knit and purl pattern that will hold the short fibers together or hide the pills a bit. It is friction that also causes the sweater to pill and if you are making a sweater or item that will be used a lot, the pilling will be more pronounced. Using the soft yarn for items that will be used less frequently, and therefore will require less handling and washing, may be an answer.