Janelle,
If you're referring to the picture that is on the cpap.com sales page for the Swift, what I'm talking about is a big improvement, as strange as that may sound. Routing it in the way I'm suggesting basically loops the tube in front of you and off to one side in such a way that it's impossible to end up lying on the hose. This is because the velcro strap is oriented in such a way as to force the hose to out and away from your head (picture the direction the temple piece of a pair of glasses points...this is the direction the hose starts off at the top of your head).
As far as R & R's way of doing it, I'm not sure, as I haven't seen his.
Thanks for the pillow advice. I might head to Wal-mart. I'm really holding out for Tempurpedic, but I want to buy it at a Brookstone, as they're the only ones I've found that will actually take a return on it (just in case it doesn't work for me or I have the wrong size).
Lori,
I'd be happy to provide some pictures. But (and this is funny coming from a former network administrator and programmer: I'd need some help in knowing how to post the picture.

It's just not something I've ever done. I can e-mail the picture(s) to someone, or someone can explain to me how to do it. I see the "Img" button when typing a post, but I'm not sure how to get my pictures stored/uploaded to a particular URL to enter. If someone can direct me to a cheap (or even better, free) hosting site for images, I'm sure I can figure it out. I don't think my ISP provides this service.
I had put the velcro next to the top buckle on the headgear, but not under or between the two. Are you just securing it between the two top buckles on the top part of the headgear? If so, how are you routing the tubing so that you don't lay on it? Doesn't seem like there would be enough tubing left to put it in a C to make it not touch your cheek.
Until we get the picture thing figured out, I'll try to re-explain...I know it's hard to visualize this kind of thing, but I'll try again...
I'm securing it to only one buckle the one on the top of your head, not the one toward the back of your neck. The buckle has two slits in it (the same slits in which the headgear is routed that gives you the ability to tighten or loosen the straps). From the underside of the buckle, I just pushed an end of the velcro strap into the slit (right along side of the headgear strap). It's a little snug, which is why you want to properly adjust your headgear first, but it will fit). Then do the same thing with the other end of the velcro strap and the other slit in the same buckle. When you're done, you should have both ends of the velcro strap protruding out the top side of the buckle. Place the hose between these to ends and connect the ends to secure the hose. You'll end up with plenty of hose that naturally forms the C, which is the beauty of this...it does it itself. While you can adjust the C a little by twisting the Swift hose where it enters the cylinder, I found little need to. It's basically "Plug n Play." The rotating connector on the end of the Swift's hose protrudes nicely from the velcro enclosure, making it easy to switch connection points on the cylinder without having to twist or play with the hose (especially if you secure the Velcro directly over the rubber end of the main tubing as I recommend).
Let me know if this helps or not. I can have pictures available pretty quickly if someone can help me with the posting part.
Tridens