OK this is for side sleepers only: I am one, and I must be sure my ears (actually the one ear that is "down", facing the floor, which of course changes multiple times per night) are not blocked by the pillow for one of two reasons:
(1) I am wearing full sized headphones, usually Grado HF-2's, or
(2) I am not, but then unfortunately I suffer from night-time tinnitus, so if the ear is blocked my brain manufactures sounds that make it seem like the hulk is walking back and forth in my attic, which makes it hard to sleep to say the least. When this first hit me several years ago I actually went up to the attic in the middle of the night a few times to see what the heck was up there, until I figured it all out with the help of some medical web sites.
Cutting a hole in the pillow might work, but a doctor gave me the following trick which works perfectly for me: roll a soft bath towel in to a cylinder-shapped pillow. Use that to support your neck and lower part of the side of your jaw. Then leave a gap, and use your pillow (up against the headboard) to support your head from the top of the ear up.
It works, and is easy to reset when you turn from one side to the other. They sell cylinder-shaped pillows, but they don't work as well for me as the rolled-up towel (which is of course as trivial to wash as a pillow cover). I swear by this, the hulk in the attic is gone, and I can sleep with the Grados or not, as I prefer.