Costco ships many things for free, if you don't care about feeling it first. I just did an instacart delivery from Costco too since mine is about 35-40 minutes away.
I use this one from Eli and Elm for side sleepers. I like that I can pull out some of the fill to make it the level I want. eliandelm.com/product/cotton-pillow/
I'm a big fan of the Coop pillow because it's adjustable! At first that sounded like a whole lot of mess, but it's an awesome way to get exactly the firmness you want. I changed it daily for like the first three days, until I found just the right amount. (Looks like it's a bit cheaper to get on Amazon vs. their website)
I had the same pillow for 15+ years because I couldn't find a pillow I liked. They are a little pricey but I bought a pillow from Cariloha and I absolutely love it!
Bernadine, there is a Costco about 20 minutes down the road from us. I went on Monday but didn't realize you had to have a membership just to enter.