I've had a CPAP for about a decade now. My first sleep study in 2009 showed an extremely high 51 episodes per hour (whaaaaa?!) With a good tight fit on my CPAP mask I can get it down to about 4.8 per hour.
I wear it most every time I sleep - short naps included. I've traveled with (and used it) on planes, trains, and ships using both European and US voltages.
With my CPAP I wake up clear headed, without it, it takes a long time to wake up, still feeling fuzzy headed. Prior to my diagnosis, I would fall into micro-sleep sitting at my desk at work, typing and retyping sentences in reports.
You're correct that it takes a sleep study and a doctor's prescription to get a CPAP machine as it must have the right properties for your situation.
It also needs to be set up by a certified sleep technician for your optimum pressure. Mine was recently re-set to a higher pressure of 20 centimeters of water (very high).
After that initial set up, I get regular checks by a pulmonologist (this specialist is a better choice than your primary care doc ). He pops out the memory card installed in the machine to give him a historical readout of my sleep.
I also make sure I get a new mask every 4 months or so - the seals and headstraps wear out. All in all a better alternative to heart disease or falling asleep at the wheel.
My brother-in-law was an Air Force hospital commander at the Bilad Air Base. He could not assume command of his unit until he showed up with a certified CPAP - common these days for commanders.
The irony for him was that he was billeted next to an anti-rocket / anti-mortar rocket battery on base. When that sucker went off no one could get back to sleep.
My wife is used to my Scuba Gear / Darth Vader getup. She prefers it to lying awake waiting for me to start breathing again - drove her crazy until I got my machine.
I was tired of her punching me in the ribs to wake me up., or falling asleep on a plane flight and then 'snorking' so loud when I did finally gasp for air that the sound was still ringing in my ears when I came to.
Not to mention the stares from other passengers. No more 'o that with the CPAP.
When in doubt, get checked out. The sleep studies, CPAP machine and supplies are covered by most insurance policies.
Best Wshes, guys.