Most people put it on the right side, to keep it out of the way of the handler's hand when leading.
To make it stay that way you can braid it to that side and leave it there for a while, the weight of the braids will force the hair to stay. If his mane is really bushy you can cut along the edges and trim off all the bushy stuff, but this has to be kept up with or when it grows out it looks funny. And last, wet his mane well, brush it all to the side you want it on and put a slinky on him. You can also use a leave in conditioner before you put the slinky on him. We just use the Mane and Tail Conditioner, it works pretty well and is cheap and easy to find- Walmart carries it!
Lucy