I can't say I have ever been overly cold on an airplane - at most turning off the vent does it for me. So all I use the pillow (in first) for is an arm cushion.

Compared to everything else I have touched in life, somehow I don't get that worked up over a dirty blanket or headrest or seat. I am not stuffing them in my mouth, and I do try and wash my hands regularly.

Now, I DO pack an extra pillow, as I find the hotel ones terribly uncomfortable. That is a for different reason, though.