Feather pillows cause the most neck pain.
They are usually the most affordable option, but feather pillows don't provide much neck stability.
They are usually very comfortable when you first use them, but the feathers move whenever you do, so you will eventually wind up with no support, and a lot of neck pain.
Down pillows will provide a little more support, but you will still need to fluff them.
If you're allergic to animal dander, neither of these options will be suitable for you.