I also have tried all sorts of "arrangements" of gear to sleep on, including boots/shoes. We - wife and me - even tried to use a regular pillow and finally evolved just right to buy something portable. After all we were amateurs, what to say...
Take a look at the Exped air pillow (
http://www.exped.com/usa/en/air-pillow-m) - I really like mine. They pack up small, you can easily control the firmness and they even come in a few different sizes should you want something close in size to a real pillow. I find that the material doesn't feel that comfortable so use a buff as a pillowcase of sorts and it works a treat.
Problem with a pillow as I see it is bulk. I don't like the inflatable ones so this is my option too. I use a fleece jacket in summer instead of thermal lining as it doubles up for casual wear off the bike. I wrap the soft clothes inside it inside a pillow case and it makes for an excellent pillow, adjustable to suit your needs. Takes trial and error at first but once you get the hang of it you are made but without having to carry a bulky pillow.