Like the rest of you, I've looked high and low (and most places in between) for a pillow for my side-sleeping bad self. And what I found most comfortable wasn't a pillow at all, but works wonderfully as one. I've never liked air pillows because I like a little give to the pillow, and the down pillows were useless because they flattened out so much, so quickly.
On a whim, I laid on the floor and put a small Escape Pod cooler under my head. Wow. Just enough give, high enough, and actually pretty darn comfortable. 2.4 oz. I could use it without a pillowcase, but I'm sure a nice fleecy pillowcase would feel great too. And since I can use it to pack stuff inside it while it's in my pack, it serves a second purpose as well.
I know, a bit out there. But it works for me, and works very well.