It's all about getting the loft of the pillow right. Side sleepers typically should have a fairly high loft pillow -- how high depends on how soft your mattress is as well as how long the distance is between the end of your shoulder and your head. You could try a solid foam pillow (as opposed to a shredded foam or feather or down alternative/fiberfill pillow). Latex would give you a firmer feel while memory foam would be a bit plusher.
You could start with something like this which is 5" and see if that's high enough.
You could also try a contour pillow.
A while back a fellow redditor recommended this pillow and it was only $30 so I tried it and haven't looked back since. It's called "The Weekender" on Amazon.
Any luck? What did you settle for?
I badly need a new pillow so I can arrest my neck and shoulder aches. I bought a Weekender (https://www.amazon.ca/dp/B01N6RQ4FF/ref=cm_sw_r_cp_apa_fabc_p76VFbWY1T87D?_encoding=UTF8&psc=1) pillow, but it is a tad bit higher than I'd like it to be. Have been meaning to return it (Amazon, yay) and wondering if Tempurpedic will be simpler. I had similar questions. Even for Purple Pillow I felt it's the same, except they barely have options in Canada and the American ones are more expensive and I don't want to pay import fees.
I like this one. I have two of them and I haven't slept better
These are close to what I got :)
WEEKENDER Ventilated Gel Memory Foam Pillow - Washable Cover - Standard Size https://www.amazon.com/dp/B01N6RQ4FF/ref=cm_sw_r_awdo_navT_g_19639SCMSCTD63HFRAN8
Not a Costco item, but I have a graveyard of pillows that didn't work for me and I've finally found my holy grail.
Pillows are a whole interesting topic on their own. There are a TON of types of pillow out there, but there is one major dividing line:
Filled pillows that are stuffed with some sort of malleable fiber. Most commonly this is polyester fiberfill, but traditionally this would include down, feathers, sometimes cotton, sometimes wool. These days it's not uncommon to see shredded memory foam and shredded latex pillows that would also fit into this category. I have one of these filled with kapok fiber which is pretty interesting. These pillows are moldable, but can also become "clumpy" and need frequent "fluffing." If all your pillows are polyfill, it might be worth trying a shredded memory foam pillow -- or at least one of the other options.
Solid foam pillows. These are pillows made out of a solid foam blocks -- usually memory foam and latex. These pillows never need to be fluffed because they will always return to their original shape (memory foam will take a few seconds, latex does it instantly). You also physically cannot fluff them because there is nothing to fluff. If you haven't tried a solid foam pillow, it might be worth getting one to see how it feels to you. It may be good it may not, but you can definitely get cheap ones for $20-$30. This solid memory foam pillow is $30. This latex pillow is $50.