I brought a pillow case. Most pillows were too long for it, but it worked just fine with part of the pillow sticking out. I liked the bit of luxury at the end of the day - putting my head down on a nice, smooth, high thread count pillow case.
My husband just used the end of his sleep sack, which has a place for a pillow - he just wrapped that around the pillow and was good to go, never used his pillow case.
I think the sarong is a good idea - good multi-use item.