Besides all the testimonials for them, or chiropractic research, or the chiropractic testimonials here's just a couple more recent ones:
1. JMPT 1998 May;21(4):237-40 Neck support pillows: a comparative study. Study concluded that a neck pillow can be used in treatment for neck pain
2. Neck pain and pillows – A blinded study of the effect of pillows on non-specific neck pain, headache and sleep Liselott Persson. 07/2009; 8(3):122-127. DOI:10.1080/14038190600780239 The opinion was that an ideal pillow should be soft and with good support for the neck lordosis. A specially selected and individually tested pillow with good shape, comfort and support to the neck lordosis can reduce neck pain and headache and give a better sleep quality.
3. International Journal of Rehabilitation and Research, 2008 Dec;31(4): Study showed neck pillows to significantly reduce sleep disturbances and provide a better nights sleep.
The way I see it however is to try it yourself, if it doesn't work, send it back! Don't waste time, get a neck pillow. You can't deny that the vast majority will do very well.
Also, you can think of it as common sense; if or spine is supposed to have a natural C-curve from the side profile and be straight when viewing from the front or back, shouldn't you use a neck pillow.
I can't remember if I had read a study about it but I remember hearing somewhere how weight lifters bench pressing were able to lift a little more when they used a towel roll under their neck to maintain the cervical curve. I remember thinking, that can very well make sense. The bottom line is that there is a benefit in using a neck pillow, even though it might just be a more restful nights sleep.