@anamur-- I don't know about which kind is best, but I don't really recommend the memory foam knee pillows.
Some people like them but the one I bought recently didn't work for me. It was too soft and the pillow would literally become flattened from the weight of my knees. So it didn't support my knees as well as it should have.
Every memory foam knee pillow might not be this way. But if you get one that's of different material, you might be better off.
And if you're on a very tight budget, why don't you use a nice fluffy regular pillow between your knees? I've done that before and it worked better than my memory foam knee pillow. Paying more doesn't necessarily make something better in my opinion.