One thing I'll add, if you need to get a CPAP, make sure it is one with a humidifier attached. It does need to be cleaned regularly, but it prevents the problem of dried out sinuses and mouth.
Also, check into different mask designs. Some are more comfortable than others. If it feels too uncomfortable, try another design. Apparently, a lot of patients stop using their CPAPS after a period of time because of the comfort factor. Our insurance company covered the sleep study, the machine, and the mask, but they wanted us to "rent" the machine until DH could tolerate it and actually used it for a certain number of hours each night. Our unit has a timer on it that displays how many hours it has been used. We are on the third mask so far.