One of the feather throw pillows from the rummage sale had a very 1980's cover, from which I salvaged the zipper. I found that I had more than enough scrap corduroy from the sale to make a new cover. Corduroy is not ideal for a pillow that is going to spend a lot of time on the floor, but I also found a clothes brush at the sale.
I wanted a removable cover with cording. Sewing cording into a seam is really not as hard as it looks. For the cord I had a scrap of clothesline rope. I put a cording or zipper foot (which allows you to stitch right next to something bulky) on the sewing machine, folded a strip of fabric around the rope, and sewed it closed. When I needed another strip I did a bias join (there's a diagram here if you scroll down a bit). Then I trimmed the edges to the same seam allowance that I was using for the pillow.
I cut the front and back fabric for the cover. In the back piece I inserted and sewed in the zipper, and then recut the piece to the right length. It has been a while since I've sewed in a zipper, and I probably should have looked up the procedure, but it turned out all right.
Assembly: I put the front and back pieces with right sides together, with the cording between so that all the seam allowances were even (so the cord lies to the inside of this sandwich). Then, with the cording foot, I stitched around just outside the cord. (This mostly came out well, although in a few places I didn't get quite close enough to the cord, and the cording stitching shows a little. I suppose I could restitch in those places if I cared to.) At the corners, I eased the cording around in a curve, and sewed along the curve. The cording came out about an inch too short, although I had tried to allow several extra inches, but I added a small scrap of fabric to cover the gap and left it at that. There is a more professionally-sewn tutorial here, if you are interested.
The next step is to wash the pillow: Hand wash in mild detergent (or dishwashing liquid), spin in the washer, dry on low in the dryer with tennis balls and a towel to help fluff it and get the water out, but don't overdry.