I cant stand eggshell covers, as it just feels odd to me.... I cant really discribe it but I feel trapped so to say.
I am allergic to feathered **** so that rules those out as well, and actually decrease any sleeping comfort.
I do however have a 2" thick, memory foam, cover for my bed though

My mother got it for me otherwise I couldnt have justified the cost, but it works great... It hasnt come off my bed since.
Cant rem if this is the exact one but it looks just like it with the whole 6 zone blah blah... link