On my stomach, with one hand under the pillows, and the other curled up against my chest. I tend to switch everything else up; sometimes I clench a pillow between my legs, sometimes they're sprawled out, sometimes in the fetal position, and I'm probably about 50/50 facing left or right.
Oh, and I have to have music playing. When I was a kid, my mom would make me go to sleep in loud places all the time, supposedly to make me a deep sleeper. Over Twenty years later, while I am a deep sleeper, it's also doomed me to always needing some kind of sound, or it takes me literal hours of tossing and turning to finally fall asleep.