I have been on the CPAP for 1 1/2 years and my experience is similar to what others have posted. I only did the one study, due to over 100 incidents in the first hour and my 02 level tanking. I am a mouth breather so I have to have a full mask and I hate it. I use it, I want to live, but I really hate it. Don't expect the CPAP to magically fix all your sleep problems, it doesn't necessarily do that. I still wake up in the middle of the night with drymouth, even though I have the Resmed S9 with heated, moisturized equipment. The CPAP is a life saver but it's not necessarily going to do wonders for your life style.
I don't know what kind of insurance coverage you have but my study was over $1200, not counting the Doctor visits just the study itself, before the insurance jumped in.