I have a Tempur-Pedic pillow and I love it. Whenever I don't have it with me, I just don't sleep as well. I bought my first one about four or five years ago. About two years ago I bought the best pillow they had which cost me almost $200. It was money well spent. What is so great about it? Well it just conforms to your head. It is neither too hard nor too soft.
After I bought my second pillow, my girlfriend liked it so much, she started stealing it from me. It forced me to buy yet another pillow from them. I considered buying their stock for a while (I actually should have as it went up like a rocket several months after I looked into it)
Think about it. You sleep on your pillow every night. You spend, hopefully, eight hours on it every day. What else do you use as much (other than the mattress itself). I guess I see it kind of like designer jeans. If you are going to use something a lot, you might as well really enjoy it.