It depends. The most important aspect for a mattress is having the right stiffness, you could get the most expensive mattress in the world and it might suck for you, or it might be great. You gotta try them. If you're a side sleeper, getting a soft memory foam or hybrid mattress is probably ideal. If you overheat a lot when sleeping and can afford it, a latex mattress really helps, and is typically stiffer. If you can't afford an expensive mattress, you might want to try sleeping on a futon, which is pretty comfortable for plenty of reasons and more affordable (though not for everyone).

Also, if the sides of your neck are hurting, maybe a new pillow might help. It will certainly be cheaper to get a nice pillow than a premium mattress.