I flew up to visit my sister and left my snuggly body pillow behind, so I had to make do with a bunch of spare pillows that she had. Except... I slept sooooo comfortably! My hips didn't bother me at all. I thought maybe it was her hard ass bed...
When I got home it was back to the same old painful story, but I figured out that the Target body pillow that I've been using between my knees/legs is just too squishy. I changed it out last night for two firm memory foam pillows stuffed in one pillow case (to be similar to the pillow I used at my sister's house). It is literally 8" thick and when I use it, it compresses to around 5". Last night was great - I still wake up all the time, 'cause... pregnant. But I fall asleep so much better afterward.
So, if you only got the advice "put a pillow between your knees down to your ankles..." for better side sleeping, try making it a REALLY THICK, FIRM pillow.

and hip pain relief sprinkles.
Re: Night time hip pain - sweet relief!!
Off birth control March 2012 - Actively trying Sept 2012-April 2014
BFP on May 5th after Follistim & IUI #3