I only sleep with my underwear, on my back.
But I used to wear pyjama and layed on my stomach. But I got choked too much in my sleep, because if you move just a little bit, there's a chance to burry your face in the pillow. That's really dangerous, I had that a lot; wanting to wake up, but the body's not awake yet (I was consious though). I had to wait 10 seconds before I could move and pull my head away.
Fuck, I never want to experience that again. I've experienced that for 10 times.