Very new to co-sleeping. DS1 hardly ever came in with us, and not before about 10 weeks. DS2 is 2.5 weeks and has spent every night since he was born in bed beside me. I made this decision before he was born, knowing I'd be breastfeeding all night and worried about how tired I'd get, and having to care for DS1 too.
I'm really quite insecure about it all, though.
My MW has been very supportive of it and has said that it's fine for him to lie on his side next to me. It seems the natural position because it allows him to latch on at night (not that he does that very well at 2.5 weeks! but often enough that he has a little feed and goes back to sleep) but he stays like that all night. I sleep up against him with my top arm either cradling his back, or with my hand at his tummy to stop him rolling. Bottom arm is arched round the top of his head. He has a cotton celluar blanket over him, and I monitor his heat, but it seems all he needs when next to me. I have the duvet angled down across my body and often wake up freezing. 
But I do worry about him on his side. DS1 was swaddled and put on his back in his basket the first few weeks. We have a (new) medium-firm mattress and I don't think it's too soft for DS2, but he has showed me he can roll over onto his tummy from his side, if I get up (eg to change his nappy) and leave him on his side. I'm just scared that I'll be too tired to notice if he does this at night.
I do try to settle him on his back but he resists, writhes, cries and wakes up.
He also has a lot of wind (farts not burps) when he's lying down at night, and maybe back-lying makes that worse?
Because the official line is DON'T co-sleep with your baby (along with all the provisos about not drinking, drugging, smoking etc) I find it very hard to get any sensible 'rules' about how to do it safely. I have Three In A Bed but it doesn't offer a manual on how to do it! Please could I have some advice from seasoned co-sleepers? 