I usually like to sleep on my side with one arm up under the pillow and the other bent close to my chest, or on my stomach with both arms folded under the pillow and head to the side. I have an air filter thing in my room which is always on, and it feels wrong when it goes off (like a power outage), or just when I'm somewhere where it's totally quiet, though it's not really a requirement for me to fall asleep. I also always have my stuffed camel, Creambo, with me when I go to bed, so I take him with me on vacations and other places I'll be sleeping. There are also some other toys I sleep with, but it just feels plain wrong without Creambo.
I do not like to sleep with TV or music or anything on. It's distracting and noisy to me. I also like it to be relatively dark, but I sleep with a gentle nightlight on. It feels weird to sleep in complete darkness, but I usually sleep during the day anyway..that and my nightlight comes on automatically in dark and my curtains let very little light through.