Selecting backpacking gear is a careful balance of necessity, utility, weight and cost. 
One should weigh (quite literally) the utility and necessity of each item.  Shaving ounces, even grams from your pack is helpful regardless of the type of backpacker you are.  Ultra-light packers may not see the utility of sleeping pad worth even an ounce let alone a pound or two.  Casual backpackers may see great utility in a warm and comfortable pad to at the end of a long days hike.

Over the years I have gone from sleeping directly on the ground, through thin closed cell foam pads, to self inflating sleep pads (Thermarest).  What took me so long to get the self inflating pad?  To tell the truth is was both the extra weight and high price that kept me from a comfortable night on the trail.   These pads are very comfortable there is no comparison to the closed cell pads (that I have used) but for those of you who would like the details I offer the following.

1) Standard  "Closed cell foam" pad
    Notes: Standard issue available at most military surplus stores as well as sporting goods outlets and of course eBay. 
    Details: Regular length :: Dimensions  56 x 24 x 0.38 inches :: Weight  8 ounces :: Packed size  6 x 24.5 inches :: R-Value  ?.?
    Price: cheap $10 +/-
    Search for foam sleeping pads

2) Closed cell foam egg crate "Z-Rest"
    Notes: First decent pad I used and I used this one for years. 
    Details: Regular length :: Dimensions  72 x 20 x 0.75 inches :: Weight  15 ounces :: Packed size  5 x 5.5 x 20 inches :: R-Value  2.2
    Price: You can find these for about $25 + 
    Search for Zrest sleeping pads

3) Self inflating foam pad "Thermarest Trail Lite"
    Notes: This was my first season backpacking with the Thermarest. 
    Although it added about a pound to what I carry I find the comfort it provides at night to be well worth it. 
    Details: Regular length :: Dimensions  72 x 20 x 1.5 inches :: Weight  2 pounds :: Packed size  4.3 x 21 inches :: R-Value  3.8
    Price: $40-$50.
    Search for Thermarest

There are a number of thermarests as well as other brands of self inflating pads available.  I chose the trail lite based on how I balanced necessity, utility, weight and cost.  The trail lite line is great for the price and if you want less weight you can get the short trail lite (only 1lb 5oz).  If price is not an issue go with the ProLite line which weigh as little as 13oz and roll up as small as 3.4 x 11 inches.

I wish I had a supplier for these pads so I could sell them on eBay but unfortunately I do not.  So you will need to take a look at what other eBayers have to offer.

Hope this was helpful,
~Lewisgunn