The main concern with side sleeping and infants is when they are swaddled, if there's a chance they could roll to their front, they could be unable to breathe. As the companies who sell swaddles will tell you, cease use of the swaddle when the infant can roll over to their tummies.
"At Summer Infant, we are committed to educating caregivers on the importance of safe sleep and the benefits of swaddling, while providing products to meet these needs,” said Carol Bramson, president and chief executive officer of Summer Infant. "Once babies can roll over, it's time to stop swaddling, but then the challenge becomes learning to sleep with their arms out. This is how the ideas for our SwaddleMe WrapSack and ComfortMe Wearable Blanket were born.”
And from a swaddle safety site:
Swaddled babies should NEVER sleep face-down. So if your baby is starting to roll over on to her tummy while she sleeps, that is a strong sign that it’s time to stop swaddling your baby. Remember, when it comes to swaddling, safety first!
In general (outside of a swaddle), if he is rolling to his side on his own (or even onto his stomach), side sleeping is fine - provided you are not putting him in that position yourself.
No. Rolling over is an important and natural part of your baby's growth. Most babies start rolling over on their own around 4 to 6 months of age. If your baby rolls over on his or her own during sleep, you do not need to turn the baby back over onto his or her back. The important thing is that your baby start every sleep time on his or her back to reduce the risk of SIDS, and that there is no soft objects, toys, crib bumpers, or loose bedding under baby, over baby, or anywhere in baby's sleep area.
My son preferred side sleeping (though he couldn't roll over to that position in a swaddle), and our pediatrician said that it was fine as long as he was putting himself in that position.