Sleeping on back, stomach, or side

Ever since we brought our newborn home he was okay with sleeping on his back. Now he won't sleep unless it's on his side or his stomach. We have all been told that back is best but is it okay for him to sleep on his stomach or side? I talked to the pediatrician and she said to not do that and have him sleep on his back. He won't go to sleep, he will be up all night crying until he sleeps on his side or stomach. Just wondering what you ladies think.