I use the inflatable travel neck pillow with a fleece cover from Wally World (it is in their travel section and is $4-5 at most). I inflate it about halfway and it is perfect. I actually use it with the ends pointing up towards the top of the hammock most often. It is more comfortable that way when I sleep on my side (which I do most of the time). If I'm sleeping on my back then I use it the way you would on the plane. It is perfect for me, very comfortable, can be used in many different ways, cheap, and light enough to take in my pack (I sleep in a hammock full time and that is the pillow I use at home too).
I also take a light fleece blanket on most trips (and it stays in the hammock with me at home too) for putting between my knees, when I get a little bit chilly, or if the pillow springs a leak.