I used regular old couch cushions and they worked perfectly. Now that he's bigger he just sits on my lap. I recommend just cheap pillows from anywhere that are on the stiffer side. Another thing I hear works fantastic(ally?) is those really long pillows for day beds because they can be used as baby supports when he's sitting up or for tummy time and eventually will make a good pillow for the toddler bed.
A position that needs no pillow for nursing is laying on your side and having baby face you on his side. LEARN THIS! It makes midnight feedings SO much easier and even better if you co-sleep (another blog)
Suggestions would be nice, some days I have no clue what to write... firstname.lastname@example.org