I have a buckwheat hull pillow. The advantage and the drawback are pretty much the same: you can shape it into whatever shape is comfortable. But you have to re-do it every time you change positions.

Honestly I'm not sure that my "travel pillow" isn't the most comfortable of all. Take a bath towel, fold it in half or thirds depending on how thick it is, and roll it up. Use it alone for sleeping on your back, or with a thin pillow for side sleeping.