Finish off your bed with pillows. Bed pillows come in a variety of styles and materials from down and down alternative inserts to euro and standard size. Pillows should be covered in shams or pillowcases to protect them from sweat. Pillowcases can easily be laundered regularly whereas pillows themselves are washed less frequently. Be sure to purchase the right sized pillowcase for your pillows, since king-size or euro pillows are much larger and will not fit in standard cases.