A friend has sleep apnea and has been wearing a CPAP for well over 5 years. It makes a great difference in the quality of the sleep and in the amount of energy available during the day. It took a while trying different masks to get the right one - the supplier of the unit allowed testing 4 or 5 different masks, at no charge, which helped a lot.
It does take a bit of time to get used to the mask but if you a CPAP, don't give up on it as the results are worth it. Extreme cases of untreated sleep apnea could result in gangrene and amputation of the lower legs!!
Most CPAP machines work with distilled water to humidify the air. The cheapest place to get distilled (not bottled), is a the local wine making store. In Montreal, it runs $2 for 10 litres (2.6 USG).
Another thing for travelers, the airport security will allow you to bring a liter or two on board - for the CPAP. The CPAP is considered a medical device so it doesn't count in the number of bags you can carry on board. Check with your air security organization for the details.
I recommend carrying the CPAP prescription, or a copy of it, with you and also that you ask the doctor to specifically write "distilled water" on the prescription.
Best of luck and remember, if you need it, use it.
Jim