I sleep on my sides most of the time, with one arm under my pillow and one arm close to my chest, and legs bent together. I can sleep on either side, but I seem to prefer my left side. I used to sleep on my stomach, but then I switched to my sides, but lately my stomach has been more comfortable again and it's easier to fall asleep.
I always sleep in whatever I wore that day, which is always comfort clothes (a t-shirt and comfortable pants) so there's pretty much no distinction between my day-clothes and night-clothes. I've also slept naked a few times, I wish i could do it more often, but I live at home and sometimes my mom has to get laundry and whatever so I just don't.