I used to be a belly sleeper until about 2 or 3 months on HRT, then it was too painful to do. Now sleep on my side or may back. It only took a couple times rolling onto my stomach, feeling stabbing pain from my nipples for me to change from being a belly sleeper. A little negative(pain) reinforcement certainly helped the change in sleep behavior.
On another note, I certainly sleep a lot better since I came out and began transition. Used to have horrid times falling asleep, and actually never looked forward to going to bed. I was also always exhausted when I woke up. Now, I get in bed, fall right asleep, get about 7 hours, wake up totally refreshed and ready to tackle the day.