It mostly depends on how you are going to use the pillows.
Polyester inserts are inexpensive. If your throw pillows are for looks only, use polyester.
Down/feathers combo inserts are more expensive, but they are more luxurious. If you want comfy and cozy pillows to curl up with, you want down/feather inserts. The most deluxe inserts are 25% down/75% feathers, but 5% down/95% feathers inserts are soft and plush and cost considerably less.
Synthetic down inserts are available for people who are allergic to feathers and for vegans. The polyester microfiber fill is soft and fluffy like down, and the inserts cost less than the down/feathers inserts.