I have the tattered remains of Blankie and a stuffed animal lamb (Lamby) that I actually use as a pillow. I bring them on sleepovers, vacations, pretty much wherever I'm expected to sleep in a bed.

If it's like a nap on the couch or wherever, I'm fine, but Lamby is especially needed as I dislike most pillows, having used her as one for pretty much my whole life.