My boyfriend and I recently bought therapy pillows. I tell you, I am sleeping SO well now!!
Its pretty hard, however, to find pillow cases for these... especially when the shape is not a typical rectangle shape!
I chose a nice, pink quilted fabric for my case and silk for the sides.
I had a long rectangle piece for the front and back and for the sides I traced around the curvy shape on the side of the pillow. (Remembering to leave 1 to 2 cms for sewing!)
Basically when you sew the rectangle parts to the sides, the rectangle will just take shape with the curves of the sides anyway.
I sealed the opening with a fancy button and elastic.