The best pillows for side sleepers are firm, supportive ones. They help prevent your neck from taking the weight of your head. The idea is to keep your spine straight to reduce pressure points, and so the pillow depth should match the depth of your shoulder.
There are several ways to do this. A single firm support pillow for side sleepers will provide the proper elevation for optimal spinal alignment and a chamber pillow has a built-in supportive core. You could use two medium support pillows together, or try combining one firm pillow with a softer pillow on top depending on the type of comfort level your prefer. It goes without saying that we all come in different shapes and sizes - so take the cues from your body and what feels most comfortable and supportive to you.