Best Types of Memory foam pillow is one of the most comfortable types of pillows you'll find. It’s not only soft and hypoallergenic, but it also absorbs moisture, which makes it perfect for those who perspire a lot or have allergies. It's important to take your specific sleeping and general health needs when shopping for a new pillow. You'll want it to be the right size and made from the right materials. It's also important that you buy pillows that are made with your needs in mind. Here are some things to look for when shopping for the most comfortable pillows. The memory foam pillow should be neither too hard nor too soft. It should be fluffy, but not so fluff that it's difficult to sleep on. If you're sleeping on two pillows, it's important that they are of the same size and shape.