The new Double Down Around Pillow from Pacific Coast is worth a look since it avoids the necessity of a separate dust mite cover for the pillow. Such a sensible idea you wonder why no one thought of it before. It is a feather (not down) pillow but has a outer layer of down to give it a softer feel. It is also machine washable.
Starting at $49.95 Dust Mite Pillows are available at Allergy Buyers Club