I'm in my third trimester now, and ever since the first, I've had trouble sleeping. I'm a big belly sleeper, so not being able to lie on my tummy has made getting a good night's sleep impossible. If you're having trouble sleeping too (and find me a pregnant woman who isn't!), then give this a try. My husband calls it the "Victory V."
It's basically two body pillows on either side of your body. The ends of the pillows near the bottom of the bed are turned slightly inward, making a "V" shape (I took my covers off so you could see). It allows you to roll over from one side to the other throughout the night, and you always have comfy support to lean on. I place the pillow between my legs, and bend my knees up slightly, and it's really helped ease lower back pain. And now that my belly has grown, it's nice to have a little support underneath my belly as well.
I spent only $40 — $10 for each pillow, and $10 for each pillowcase. I bought them through Bed Bath and Beyond, and it's $40 well spent.