Your'e right, a mattress can cost you a bundle and still may be a poor fit. We had bought a new mattress a while back and ended up returning it for another. Even though it was expensive $1000 +, it did not provide the support we needed, and it would stay compressed. Funny thing is it felt fine in the store.
When we returned it, we asked for their really good quality, and had to pay even more. The new mattress is good, so I would say when buying a mattress, if you can afford a good one, take your time and lay down on each mattress for at least 15 to twenty minutes to be sure. Everyone is different in what they like, so only by laying down on them can you really tell what works for you.