I am left handed (actually both handed, but born-leftie), and I wear it on the left wrist, totally out of habit when I started wearing watches as a kid...
But I think it might be more comfortable on your dominant wrist because it is stronger, and so with the weight of a watch there, it actually can handle it better than a weaker limb. That's just my personal opinion anyway.
Only other thing I would mention is that with most watches, the crown is on the right hand side, so convenience-wise it seems more natural to make adjustments/winding if it's worn on the left hand side, using your right hand. But that's just a design bias.
The fact is there really isn't a "better" side as there's no right or wrong way of wearing a watch. It's really what makes YOU feel better.