I often make pillow cases or shams to use up my scraps and match a quilt. If you don't want bulk, but would like a little more stability, you could use flannel instead of batting. The issue is not just the raw edges of the seams on the inside of the pillow case -- it's also wear and tear along all of your pieced seams. Quilting stabilizes and strengthens the finished piece so that you don't have a lot of stresses on all those seams.
Whatever you decide to do -- do share photos. I always love to see how other quilters approach a project.