What type of pillow is best for you depends largely on how you sleep. Are you a side sleeper? Back sleeper? Stomach sleeper? The perfect pillow should hold its shape without continual fluffing and support your head and keep it in alignment with your neck and shoulders.
Back sleepers typically prefer firm/medium softness pillows and front sleepers will find a soft pillow gives them the best night's sleep. In contrast, side sleepers need more neck support and so will feel better with a medium/firmer, deeper pillow