Go to a shop and lie on them. Make sure the mattress is on the same type of base as your bed is at home eg slats, divan etc as this makes a big difference to how the mattress feels.
As for budget always spend more on a mattress than you would a sofa as you spend more of your life on your mattress than you do your sofa and a good night's sleep is really important.
Some people like memory foam but it's a personal thing. I find that I get too hot (naturally hot person with just a sheet in summer and a 4 tog duvet in winter) so memory foam is a no-go for me.
As for budget always spend more on a mattress than you would a sofa as you spend more of your life on your mattress than you do your sofa and a good night's sleep is really important.
Some people like memory foam but it's a personal thing. I find that I get too hot (naturally hot person with just a sheet in summer and a 4 tog duvet in winter) so memory foam is a no-go for me.