SIDS is a really scary concept, even more so if you have experienced it before with someone close to you! I can only imagine. With our son, we were pretty nervous about it, so he slept in our bed with us for the first two months using a product called the "snuggle nest". It's a small pad type thing that actually goes in the bed with you between you and your husband, with plastic breathable sides about 4" high to protect the baby from being accidentally smothered by a person or pillow or whatever. They also make bedside cots that attach right next to your bed and the side drops down so the baby is right next you but still safe in their own bed. Our bed is too high to use one of those, hence the snuggle nest.
After two months, we couldn't take waking up so much because we would hear every little gurgle and sigh our son made and it kept us up. So we put him in his own room and bought an Angelcare monitor by Bebe Sounds. It was pricey (cheapest on Ebay), but for me it was worth the peace of mind! It is simply this very sensitive movement sensor that senses the movement of your baby's breathing, and sounds and alarm if no movement is sensed for more than 20 seconds. It has the option of letting it make a ticking sound with each breath- so you can actually "hear" your baby breathe at night. Some people don't like that feature, but you don't have to use it. I loved the ticking because I knew it meant he was breathing, and I actually got to where I could tell he was about to wake up because the ticking would speed up. Or if he was in a deep sleep it would be slow. Or if we accidentally made a loud noise in the house we heard the ticking pause, as if he startled and gasped for a second. Cool!
So those are the things that helped us. How old is your son? As far as I have heard, once they are able to lift their head off of the mattress pretty well, then you don't have to worry as much about crib death/SIDS.
HTH. :)