I'll agree that they all work fine for lying on your side. The only word of warning is that the UE900's do have some sharp edges around the faceplate. Once I got them sitting right in my ears, they weren't a problem, but the fit may not be the same for everyone. If you are putting a bit of additional pressure on the side because you are lying down on it, maybe it would be an issue. I'm not trying to turn you off of them, just letting you know. Like I said, once I felt that I set up the proper fit, the edges were not an issue for me. The Heirs are very nice when laying on your side, particularly for me because they fit completely flush with my ears. No additional pressure at all. I fell asleep on my side with the W4's in last night.
And yes, it is a difficult decision. I have all three of these IEM's in my house right now and I have no idea which one to keep . . . I feel like a dog chasing it's tail. With one recording I prefer the UE's, with another, I prefer the Heirs. The one thing I find interesting is that I don't often prefer a recording on the Westones, but they don't screw anything up either. I feel like for consistency throughout my collection, the W4's sound best. But I feel like they never sound magical like the other two do when they shine bright. Ugh.