Gel memory foam is the nice compromise. You get the memory foam but with a gel topper. It's noticeably cooler and a bit firmer than typical memory foam. We got one and have since moved the regular memory foam into the guest room.
I got this one[0] from WalMart because I think once you get above $500 for a mattress you see a cliff of diminishing returns in quality. I’m quite happy with it.
0: https://www.walmart.com/ip/Modern-Sleep-Cool-Gel-Memory-Foam...
I switched from a memory foam mattress to the Purple specifically because of the heat issue.
On the topic of thermal mass, more thermal mass would actually keep you cooler longer, because it would take longer to saturate the mattress with heat. Ventilation is probably a much more significant issue than thermal mass though.