When you're looking for the right one, make sure that the foam used is of high density so that it will be able to support your body properly.
Remember that the quality of foams varies depending on the density.
The cheap versions use 2.5 or 3.5 pound density. The mid-grade is 4.0 to 4.5 pounds while the expensive ones use 5.0 to 5.5 pounds. These higher-density mattresses cost a bit more, but they offer the best support for your body.
Aside from the weight, don't forget to check the layers in the mattress.
They should have at least 2 to 3 layers of urethane foam. This helps distribute the weight of the body and also extends the life of the mattress.
You should also check the mattress to see if it really is temperature-sensitive.
You can tell if the mattress melts away from the pressure of your weight.
After a few minutes, your body temperature should be able to affect the material causing it to soften further. If this doesn't happen, then you better look somewhere else.
When you buy a foam mattress, read the warranty so there won't be any problems.
Some companies give lifetime warranties on the product but if they have only been in the business for a short while, that will be worthless if something should happen and they're not in business when you have a warranty issue.
It will be better to ask if they have a trial period that gives you a free or inexpensive way to return the mattress if it doesn't turn out to be right for you. This will allow you to return it if you are not satisfied with the product.
NOTE INSERTED 9/14/2009: After 5 long years of searching, I've finally located a company that manufactures a mattress to my stringent specifications.
I've put up a website so you can see what a quality, American-made memory foam mattress can be sold for at a fair price. You might want to check that site out just for kicks.
There are other things you can buy that use the same material as the memory foam mattress. You can probably use this in the car when you play certain sports, carry delicate items like a laptop or for your MP3 player.
If you can't afford a memory foam mattress at this time, you might want to check out a memory foam topper. This is thinner than a mattress and you put it over your existing mattress so you are still able to get some comfort.
One other thing you have to know about the memory foam mattress is that it acts like a sponge—meaning it absorbs liquids quickly. You wouldn't want that to happen as it could damage your mattress.
You'll want to buy a quality, waterproof mattress cover that's made especially for memory foam mattresses.
Now that you know how to buy a memory foam mattress, the only thing left is for you to go out there and get one.
Some folks say that the price of these mattresses will go down further in the future as new models are being released, so there will come a time that everyone will be able to afford one or more of them in their home.