A lot of the things I've read say around 12 weeks is when you should try to lay on your sides, or even put a pillow under one side when you're laying flat on your back to keep the baby from pressing directly down on your major arteries- I still woke up on my back quite a few times through 20 weeks, and that was more than likely my bodies way of making me roll onto my side. At 26 weeks I can't lay on my back for long, (sorry if it's TMI) so certain 'positions' are now out of the questions because I end up out of breath because LO pushes up into my lungs.
This is also my 2nd pregnancy, so I don't remember what it was last time, but I just know that as long as you listen to your body you should be fine.