Firstly, unless you're making all odd or unique shaped forms, you may want to reconsider and buy them already made. Polyfill ones are not expensive, come in lots of sizes and shapes, and making your own is really not worth the time, effort and aggravation, IMO. For the odd shaped ones, or if you're still insistant on making your own, you should make a muslin cover first, rather than stuffing the cover (if this is what you're doing). Line the covers with interlining or batting which will keep the pillow from looking lumpy.

When i make my own i make a pillow out of batting coverd with muslin first and stuff this.Then with my good fabric i make the pillow cover and i make it either with a zipper or a lapped back so it can be removed for washing.This way you can change the pillows out for the different seasons and the only thing yu have to store is the pillow covering/case.
Kathi