I had a preg pillow & it was so good especially later on when I was 20-30weeks makes sleep so much better
When you are pregnant it is best to sleep on your left side because that is the position that allows the most oxygen to flow to you and the baby.
You are not suppose to sleep on your back because that cuts oxygen. So, basically your only options are your sides.
You can buy one of those pregnancy pillows that you can hug that contour your body. I have heard great things about those. I personally would sleep with one pillow between my knees and one under the side of my belly was I was expecting my son :)