The best pillows range in price, from around $40 all the way up to $150 and above. Pricing usually varies depending on the materials used and any additional features the pillow has. For example, pillows using high-quality memory foam or phase-changing materials will cost a little bit more. However, there are good pillows at every price point. The Cosy House Bamboo Pillow is our pick for the best value pillow on the market.