I carry a pillow. A small one, but I CARRY A PILLOW when backpacking. Some people along the trail make fun of my little pillow. I like my pillow, and I don't mind hauling her around all day just to be able to sleep with her every night (stop snickering) ! No, I do not use a pillow case. <img src="/forums/images/graemlins/blush.gif" alt="" />
I sewed a small, thin length of elastic cord to both ends of my pillow and left enough slack that the cord, with pillow attached, will reach around my Therm-a-rest mattress snuggly. The cord must not be so tight as to cause the mattress to fold up over your face while sleeping and smother you! After my wife sewed the cord on for me the first time, I resewed the cord to the pillow myself to avoid this very thing from happening again. <img src="/forums/images/graemlins/frown.gif" alt="" /> This (now correct) configuration allows me to slide my arm under the pillow while sleeping or flip the pillow over to a cool side if needed. I can shift the pillow left to right or visa versa, or up and down, and it still stays attached to the mattress.
The trick is to get the elastic band ( or bungee cord ) just the right tension, so the pillow can be moved around for comfort adjustment, but it won't slide down or off the mattress as a non tethered pillow will.
Lay the pillow in the center of the mattress, pinch the elastic cord to one end of the pillow (or sew it on), pull the cord under the mattress and up over the other side and see where you need to cut and sew the other end of the cord to the pillow. If the mattress folds up too much along the edges, let out more cord before sewing it on the pillow. The thin elastic cord folds (compresses) right up with the pillow, and if you fold it right you can secure the pillow in a compressed size by using the same elastic cord. I can post a picture of my pillow (with a pillow case) if needed. Brum
PS: If my wife offers to sew the cord for you, do not accept her offer.