I like sleeping on the side closer to the door. Right now it's on the left of him, before we moved here it was to his right. I also can't sleep as well on my right side as I can on my left, and usually he's holding me when we fall asleep. If I'm cuddling him, we usually switch sides.
Although, sometimes I'll sleep on the right side (closer to the alarm clock) if he has to wake up for something really important because it wakes me up but not him, so I get to jab him in the ribs