People spend about 1/3 of their lives in their bed. Notice we didn't say 'sleeping' or 'relaxing'. That, my dear readers, depends on your mattress and maybe your prescriptions, but either way having the right mattress is undeniable important for a long list of reasons.

I think nowadays we all work to live, work, work, work. We're doing so much during the day that we absolutely need a good night's rest. And no one but you knows how you're feeling. When you wake up in the morning after a 6-8 hour sleep are you still tired? Are you sore? Does your back ache worse when you wake up? These are very important observations you need to make in the morning.
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2. Firm vs. Soft. Find out what works best for you. Do you have constant back pain? Most people with back pain typically rest better on a firm or medium-firm mattress. The firmness typically provides better support around the body, thus aiding in alleviating some of the pain. Young or 'pain-free' people may be able to enjoy the luxury of a soft, cushy mattress. Tempur-pedic mattress comparison here.
Great in-depth article here.

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4. Coils. All mattress manufacturers buy their coils from the same company - Leggett and Platt. Therefore the main difference is quantity and positioning. Quantity and positioning of springs can make a huge difference in the level of support your mattress has. More springs in the mattress = higher cost.
5. Mattress Protector. This is not just for your three year old, we all should have these. A Mattress protector is a piece of fabric that prevents any of our bodily fluids or dirt from entering our mattress. Likewise, it prevents any bed bugs or dust mites from making contact with you.