Of all the pregnancy pillows I tested, my favorite was the Frida Mom Adjustable Keep-Cool Pregnancy Pillow. This lightweight cylinder-shaped pillow is filled with microbeads to allow for proper airflow and keep you cool. It's also fully adjustable and can be molded into a U-, C-, L- or I-shape. Because it's moldable, it also gets in the way less if you share a bed, compared to a full body pregnancy pillow.

If you're not into a softer option, this may not be the right fit for you. I found this pillow was the best fit for me and my needs throughout the majority of my pregnancy, but it may be more suitable during the second trimester as your belly grows and needs some support when you sleep on your side.

I liked how this pillow wasn't too big and you could easily maneuver it as you switch sleeping positions throughout the night. I also appreciated how the pillow didn't overheat and remained comfortably cool throughout the night. I even caught my husband napping with it once, so if you're generally a side sleeper you can enjoy this pillow as well. 
— Giselle Castro-Sloboda

Pros:

• Easily adjustable
  
• Cooling
  
• Takes up little space 
  

Cons:

• Doesn't offer full body support
  
• May be too soft for some people