I can't make any useful comparisons, as I only bought one - a Theraline. Utterly extortionate but really worth it as it is really comfy and allows me to sleep on my side comfortably. Also great for propping yourself up in bed! I chose it because it's made of microbeads, so it's really adjustable.
I have a duvet of my own, I use it like a body pillow, I can roll it under my leg, under my bump and cuddle up to it and it still keeps me warm you do lose I bit lot of the intimacy with DH, but I sleep so well!!
I bought the long one out of Argos. it's ok, but not fab. they all take up so much sodding room in the bed though I tend to use single feather pillows instead as they can squash into whatever form you need them.
I wouldn't recommend the DreamGeni pillow - not because its not comfy because it really is! and it has great back support- but because, you can't easily turn over in the night you have to take the pillow and rearrange it because it goes under your body. Id go for a long plain pillow next time!
I like my dream genii, and I got it from ebay so it wasn't too extortionate. I have lots of ordinary pillows, a continental square one and an argos v pillow as well, but the dream genii is the best. I rearrange all the others to fit in where I need extra support on any particular night.