Um.... whichever way feels comfortable at the time?
I used to sleep on my stomach when i was young, cause then I could bury my face in the pillow and protect myself from evil creatures of the night... ehem..
Now, I probably sleep most often on my sides, though God knows what sort of positions you might find me in if you walk in after I've fallen even half asleep. Nothing's really out of the question and I've gone as far as to wake up completely facing the wrong way in bed in a strange position.
I'm weird because I love sleeping, I'm a good lucid dreamer, but I never want to go to bed unless I'm on the verge of passing out, and even then I rarely get more than 5-6 hours of sleep before my body wakes me up and I grovel in my bed for an hour or so.