There's nothing nicer than to enclose your pillow in layers of satin (nighties, slips or even 'just' satin pillowcases) and to hug it close while smoothly rubbing against it with your 'lower body'. Satin sheets make the feeling even smoother.
I see many posting here that promote the wearing of satin/silk panties, and that's great if worn under your male drabs as a form of ongoing auto-eroticism, but panties can reduce the experience of sensuous, sensory-intensive contact with layers of silky satin fabric.
The ultimate sensory experience is to have your gal (or guy, if that's your preference) to stand behind you, reach around and gently stroke your belly 'and below' while it's you, not your pillow, wearing those layers of silk, satin or nylon lingerie. Here's where panties help and don't hinder the tactile experience. My knees get weak at the thought of such an erotic sensual experience.
Wearing lingerie for this purpose, as opposed to wanting to 'dress up' as a gal, is more of a fetish than 'true' cross-dressing.