The best sleep position is on your left side and is the way your midwife or doctor will recommend. Sleeping on the left side keeps the blood flow to your lower body unrestricted.
You can alternate sides, as sleeping on one side all the time can be difficult, but avoid sleeping on your back. It reduces blood flow to the uterus and can lead to back pain and haemorrhoids, because of the excess pressure. Sleeping on your belly is definitely a no-can-do during your last trimester.