We use a ton of pillows.
DH sleeps with 3. He goes to sleep with his head on 3, and then he pulls one of them over his head if it's noisy or the sun comes up.
I usually sleep with 2 under my head (although I have another one available for when I'm congested or have acid reflux). I use an additional one under my leg because I have to sleep on my side. Apparently it's not healthy to sleep on your back when you're pregnant, and I definitely can't sleep on my stomach any more. It's about as comfortable as sleeping on a softball.