I'm amazed that someone will spend thousands of dollars on a Tempur-Pedic mattress but baulk at the 'expense' of buying the Tempur-Pedic pillow; it just seems to defeat the whole purpose of buying a memory foam mattress. So, yes, you should buy one and here's a review on the different pillows on offer.
The whole point of buying a memory foam mattress is to get the best support possible for your spine, shoulders and neck. This viscoelastic material distributes weight evenly and eliminates pressure points more than any other type of mattress today. But, if you don't buy the memory foam pillow you're not getting this benefit for your neck. The cost of the pillow is tiny when compared to the mattress, so you owe it to yourself to buy one along with the mattress.
I remember when the Tempurpedic mattress first came on the market; there was only one type you could buy and it was the same deal with the pillow. But as sales grew and customer feedback increased, the company realized that not everyone liked the feel of its mattress - the general feeing was that it was too firm - and that the company was loosing sales to other brands that offered a greater selection of support types though perhaps not as good a product.
Now, the company offers several different types of mattress to appeal to everyone. As well as different firmness levels, it also offers more expensive finishes such as damask and silk mattress covers. There's also a good selection of pillows to choose from. Here a quick guide to what each offers.
The Classic pillow looks like a regular pillow and fits a regular pillow case. I like the look and feel of a traditionally shaped pillow so I would buy this one - I also like it because it's the cheapest.
The ComfortPillow is available in three sizes and has a slightly more 'luxurious appearance'. It costs a lot more than the Classic and, personally, I think it's over-priced; buy the Classic and save your self a lot of money.
The SidePillow and NeckPillow have been specially shaped to cradle and support the neck and shoulders for those that sleep on their side. It has a forward-tilting front edge, which is lower in the middle and higher on each side and is available in two sizes; Medium and Queen Medium. Note: these pillows don't really fit into a regular pillow case.
The SupremePillow comes with a 'superconforming' inner sleeve lined with TEMPUR-HD. The outer cover can be removed and is washable. It's dual sided with TEMPUR-Tex on top and micro suede on the bottom, which matches the top and sides of its mattress namesake. Why anyone would pay more for a 'matching' pillow, I don't know. You'll be putting a pillow case on it and won't be able to 'appreciate' the dual sided cover.
The SymphonyPillow provides a softer feel than the ones mentioned above. It's not quite a regular shaped pillow as it has slightly raised arched sides. There are two sizes available: Standard and Queen.
You should buy a memory foam pillow when you buy a memory foam mattress - even if it isn't a Tempur-Pedic mattress. But if you do buy Tempur I would recommend either the Classic or the NeckPillow.