The surest way to lose credibility as a wilderness camper is to show up with a big, fluffy feather pillow stuffed in a garbage bag and tied to your pack.  Real men just use their arm or a rock, but you might want to avoid them the next day. 

A rolled up shirt or jacket will also do for some, but I still go for the stuff sack pillow method.  You usually have one for your sleeping bag anyway, and probably one for your clothes. 

Fill it with some extra clothes or a jacket, tie the end shut, and you have an incredibly functional pillow.  And leave the dirty laundry out to quiet those critics who refuse to sleep on a "bag of dirty clothes!" 

I purchased a great commercial product a few years ago.  Used as a stuff sack, it has fleece sewn to the inside where it stays clean and dry.  Turn it inside out, stuff it with soft stuff, and it’s fantastic!  You can buy them here.

As we get older (ugh!), a few of my friends have started to bring compressable camp pillows.  I refuse to admit defeat, and plan to stay with my fleece-lined stuff sack for years to come.  Sweet dreams!