We got Tempur memory foam pillows as well. They are ergonomically shaped with a thinner section in the middle, and edges of two different thickness, theoretically to best accomodate your head and neck. The idea is that if you sleep on one side you will want the thicker edge under your neck, while if you sleep on your back, you'll want the less thick edge under your neck.

I have to say they work pretty well with me, and I'd recommend those. Also, I'd recommend memory foam over latex (which I had before), as it tends to be significantly more comfortable. Also, still on paper, Tempur memory foam is ventilated (they claim it is made with some sort of "open" nanotubes) and in addition should not cause allergies. That was the case for me, for what it's worth, but I never had allergies in general.
When I made some research (most of it was made by my gf, actually), Tempur seemed to be considered the best in the market. I really don't know enough tech details to support that, but after two years I am quite happy with their products.

Interestingly, we recently bought a memory foam mattress from Ikea for another house, which is what I am using in these days, and albeit the memory foam layer is only 7cm - and of course it costs a fraction of Tempur - it is not bad at all. Definitely not as comfortable as Tempur (one can easily tell the difference), but way better than other mattresses I've tried.