Mattresses matter, and the way to choose the best mattress for you is to make sure it is well made with reinforced sides to prevent sagging. You should always lie on a mattress before purchasing it, and make sure that it gives you the support that you need. If the cover is absorbent, but also enables the interior to breathe such as a bamboo fiver cover will do, then that is an added bonus.
However, it cannot be assumed that the more you pay the more comfortable the mattress will be: the design of the mattress matters, but you also pay for the name, just as you do for designer clothes. When you purchase a bed keep in mind that, with respect to comfort, the mattress matters more than the base.