I have the Leachco back and body pillow which gives you support on both sides so you can switch sides and not have to rearrange any pillows. However, when I am laying on the couch or something, I have been using my "Face Down Ergonomic Pillow" to put between my knees. Not what it was intended for, but you could use something like this in bed and take up a lot less room. Here's what mine looks like:
However, the other day, I was on the couch and I couldn't reach the wedge pillow. I tried earnestly to get my 1 year old to bring it to me, but she just didn't understand what I was saying! Hey, I'm 33 weeks and it's really hard to get up sometimes!
Anyway, one of her little bouncy balls was within my reach (I'd say it was about 6-8" in diameter and I put that between my knees. It worked like a dream and so long as you have another firm pillow between your boobs to support your shoulders and keep them from collapsing, a little bouncy ball would be easy to shift back and forth with you when you switch sides. It might sound like it would be wobbly, but it was actually pretty stable. It was under $2 at my grocery store and by far the cheapest solution!