In my transition to sleeping in hammocks, I relied heavily on pillows. I love pillows!
However, when I went to longer hammocks sans integrated bugnet, I found I didn't need a pillow. I kind of felt like a pillow was a bed thing, and wasn't really necessary in a 10.5 ft tablecloth or 11 ft. BIAS hammock.
If I use my shorter hammocks (HH Exped Zip, Byer Moskito), I really have to have a pillow.