Well, just to add my 2cents...
I purchased the costco's foam pillow for my wife about 6mo's or so ago. She really likes it, I tried it a few nights and didn't care either way. In the meantime I had received a testdrive offer which gave me $50 for brookstone and I finally decided I'd spend the money on the temperpedic version of the pillow.
I like it. It's definitely higher density then the costco one. My wife tried it out and didn't like it at all. It's weird because you put your head on the pillow and 20-30s later it molds around you... almost creepy. The Costco's version is much lighter density and doesn't really mold around you it just is comfortable.
I can't say for sure either is any better than the old-fashion foam pillow I was using--but I attribute that to 8mo old daughter who wakes us up frequently... so I can't say I've fairly tested them. But, I do like the temperpedic better than costco brand and my wife is vice versa.
Oh, another drawback to costco's version - it only comes in the one size, so, king size pillow cases are toooooo big. You can buy larger versions of the temperpedic brand (for more $$$). Twin Size pillows are large enough for our noggins though, so, just need smaller pillow cases.
Overall good pillows, not sure that the temperpedic is worth $99+ or even $50+ but it's still a nice pillow.
IMO, even though I don't use it, The costcos one was definitely worth $29. And even if you don't like it, use it for a secondary pillow: If you've got noisy housmates, and you lie on your side, the costcos one works good over the top of your head to cover your exposed ear -- but the molded shape allows air to get where you need it. Works well for another hour or two of peaceful sleep when you really need it.