From teenage days, I have been using big and thick pillows. From what I saw in films I tried two pillows (one over the other) and lying on them. Thanks to my Yoga practise, so far I have not hurt my neck. About two years back, a psychotherapist who I was visiting for a problem in my foot, casually suggested me to use only one pillow and it should not be thick.
After trying a few in shops, I bought Portico Memory Foam Pillow with a gel layer on top to keep your head cool (we all need this). Earlier I had tried the contoured cervical pillows, after the first few nights I was not comfortable with them. So it was natural I hesitated to buy a pillow for Rs.4000 (USD 60) but it turned out to be a wise investment. It has been more than a year and my experience with Portico Memory Foam Pillow has been good – my neck thanks me every single day. If your sleeping on your side, this may not suit you well as it is not thick enough, so you may want to try before you buy.
Portico’s website and their listing in Amazon and Flipkart are not very useful, so I will suggest you visit a store to try them and then buy. I bought mine at Home Centre after the salesperson allowed me to try the pillow, he had carefully put a pillow cover on top of it!