Hi seejansleep,
Like mattresses … there are some “needs” involved in choosing a pillow (to keep your head and neck in good alignment in all your sleeping positions) but beyond that they are even more of a personal preference choice than a mattress and each person may have very different pillow preferences.
The pillow thread here though and the other sources of information and posts it links to have some good suggestions and feedback from other members here that may help you find your “perfect pillow” (if such a thing exists) :).
Phoenix