Hi asaso,
The first place to start your research is post #1 here which links to all the basic information, steps, and guidelines that can help you make the best choices in either choosing a mattress or exchanging one.
the good news in this is that it’s much easier to “fix” a mattress that is too firm by adding a topper than one that is too soft (which usually requires replacing foam layers with thinner or firmer versions instead of adding to them). While choosing a topper that works well for you in combination with your mattress can be almost as difficult as choosing a mattress because the effect of a topper will vary depending on the specifics of the mattress underneath it and by body type and sleeping positions … post #8 here has some topper guidelines that may be helpful.
Buying a mattress from Costco is a roll of the dice because you can’t test them in person and they don’t offer much guidance or know much about the mattresses they sell and which ones may be most suitable for your body type and sleeping position. In most cases they also don’t provide the specifics of the quality of the materials inside their mattresses so you would have little idea of its quality or relative value. The only good news about buying from Costco is that you can return the mattress if you don’t like it. You can read more about buying a mattress from a big box store in post #4 here.
Memory foam is generally warmer than other type of foam that have better ventilation but there are also many other things that can affect the sleeping temperature of a mattress which can sometimes help (see post #2 here).
You can read more of my thoughts about airbeds in this article.
These are all manufacturers or the types of retailers that I would avoid when you are shopping for a new mattress. The read first post I linked earlier has more information about this. They will tend to sell you whatever they can convince you to buy and that often isn’t the mattress that works best for you in terms of PPP (Posture and alignment, Pressure relief, and personal preferences).
In most cases … the best odds of a successful purchase will be with smaller manufacturers that either sell factory direct or through better sleep shops that have much more knowledge and experience than most of the “mass market” retailers and will also help to educate you about their mattresses more than “sell” you whatever they can. There is certainly no need to spend $5000 and more expensive mattresses have no guarantee that they will be better quality or more suitable for your specific needs and preferences. There are certainly places like this that can help you customize a mattress design both before or after a purchase. some of the better options and possibilities I’m aware of in the San Diego area are listed in post #2 here.
If you follow the steps in the first guideline post I linked and know what to avoid you will have much higher odds of success.
Phoenix