I had very different results than Brick and M2. I went into the flight doc for back problems (common in 17+ year Herk drivers) about a year before retirement, and mentioned to him that the back pain was so bad I was having problems sleeping. He recommended having a sleep study done prior to assigning blame to the back pain. My apnea (obstructive) was so bad, they woke me up in the middle of the night to start testing different masks. My blood O2 levels were dropping down into the low 70% region when they should never drop below ~95%. I found one that worked, came back in a couple weeks for another study with the mask I chose, and haven't looked back. I've worn it every night since Jan '08, and haven't had anything more than minor issues that could easily be fixed by adjusting the straps on the mask. It worked so well, I convinced my wife to get one (she's always snored)...
There's many different manufacturers of CPAP machines and accessories, so don't give up too fast. Keep looking around and trying different stuff--you may get lucky and find one that works.