All that's needed is just the life-size dakimakura pillow case; there is no need to buy the pillow and have that bulky thing shipped when you can just buy it at a local store for less than the price of shipping one from japan. About two months ago, Sam's Club was selling up to three different types of body pillows of approximately the size to fit in the japanese pillowcases. They were $9.98 to $19.98 each with the more expensive one having an outer "furry" casing instead of the usual pillowcase fabric. During the winter season, Target sells plain body pillows as well, but many places seem to not have them on the shelves during the hotter summer months. The lifesize hugging pillow thread on chanarchive has more details.
http://chanarchive.org/4chan/jp/10081/dakimakura-hugging-pillow-sources-care