A bolster is essential for restorative work. Yoga bolsters are generallly 10” in diameter by around 30” long and are filled with cotton batting. Large and sturdy, they are perfect for reclined poses, both prone and supine. They often come with removable covers which make them easy to keep clean.
If you do not have a bolster you can use two or three blankets as a substitute. Either fold them and stack them up to the desired dimensions, or roll them up and bind them with one or two belts if you prefer tubular proportions. Alternately, firm pillows can sometimes be effective.
Gaiam makes a serviceable bolster:
As does HuggerMugger:
But the really excellent bolsters that you find in Iyengar studios tend to come from more homespun outlets such as Tools For Yoga and Yoga Props.