I get asked all the time about pillows and devices that are commonly sold on the web. For headache patients, you can go broke buying devices and pillows and eye masks and so forth without any guarentee of relief.  When you wake up with a stiff neck and headache, there is a chance it could be the shape and filling of your pillow but I advise my patients to hold off buying things until they have at least 30 days of treatment.  If your head and neck are in good alignment with the muscles in balance, your existing pillow might feel a lot more comfortable.  Your chiropractor can advise you on materials, density and pillow height.  Beyond that, the pillow that you sleep well on is the perfect pillow for you, no matter how much you pay for it or what is inside it.  So, start with the cheap, foam pillows and work your way up.  In addition, many department stores like Bed, Bath and Beyond will let you return pillows.  If you try a new pillow, allow a week to get used to it.