I've bought my last few pillows at Ikea. They've all been good quality and durable, and Ikea isn't about ripping people off so I don't think their prices are unreasonable for what I'm getting. Plus you can go to one of their stores (if you live near one) and prod at the pillows yourself, and even try one out on one of their beds (they're all in plastic packages if I recall correctly so you're not going to be buying a pillow other people have gotten dirty).

Plus if a pillow doesn't work for you, you can return it. Although I think they have to destroy it at that point so maybe consider keeping it for the sofa or as a spare for guests or something.