If you are having a particular breathing or back issue, your doctor would have more specific advice for you. Most people go through several positions each night, back, side, and/or stomach (unless you're very pregnant). Generally, you won't even be aware of the fact that you are changing positions.
If you don't have any health issues, then you should pick the positions that make you more comfortable. There's not a single correct answer for this because everyone is different. Personally, I sleep best on my stomach with one arm dangling off the side of the bed. :)