Hi Davchun,
While this site focuses mainly upon mattresses, I did start a pillow thread a few years ago, which you may find by clicking here. There’s a good link there about selecting a proper pillow. As you alternate between side and back, you may wish to look at a pillow that is “shapeable” so it can be made a bit thicker when on your side, something like a shredded latex or some sort of a durable fiber (wool, kapok, etc.).
Phoenix