Back in college my sister tried this crazy idea that she had heard somewhere to stuff a pillow sham with plastic bags instead of buying a pillow for it. I remember laying on her bed and hearing the crinkly plastic bags shift in the under-stuffed sham. (Of course it improved with time, or more specifically--additional shopping trips.)
I remembered that idea when I came home from the thrift store with this strange tube/sack thing. I also remembered the tip I learned watching all those episodes of Trading Spaces (back in the day when I was nursing Owen non-stop) which is to line the pillow case with flat batting before stuffing to make a smoother pillow. So I used some batting leftover from recovering the baby's carseat, stuffed the pillow very full of plastic shopping sacks, and stitched up the end.