Not the only one! My DS2 (21 weeks) has been like this since birth. We spent a miserable couple of weeks trying to get him sleeping on his back - swaddling, co-sleeping etc. - and had a LOT of screaming and a very unhappy baby. So, like you, we bought a breathing monitor, and he has been sleeping on his tummy ever since. All naps are in the cot with the monitor on or on me in the sling, so I feel as reassured as I can be.
I discussed it with hv/mw etc, and although they had to give me the correct SIDS information, which is to put them down on their backs, they pointed out that this was only one factor in SIDS, and that if no other factors were present (i.e. we didn't let him get too hot, weren't smokers etc) then he was very low risk. That plus the monitor did it for me, and it has been absolutely fine. The monitor is very sensitive and has gone off a few times (with DS2 being fine and blisssfully aware each time!) which is heart-stopping but reassuring at the same time, iyswim.
Like your DS, my DS2 was very strong from a young age, and held his head up well ridiculously early - maybe it's connected to this preference for tummy sleeping, who knows?
I was frantic about this, but decided there was no point in fighting such a strong natural preference if I could make him safe to my satisfaction, and he is much happier and more settled now - and I feel bad for giving him such a miserable start by battling with him...
Hope this helps!