I've been using my CPAP for nineteen years. By "using" I mean that I have not taken so much as a :20 minute nap -- not even once -- without it, for nineteen years. I had/have severe sleep apnea and I just decided that I was going to do whatever it took to adjust to and accept the CPAP, no matter what.
I have found that "making it my own" the way so many diabetics have made their diabetic program "their own" is the key. I bought some felt and cut little pieces to put where I felt pressure from the head-gear. I established my own schedule for cleaning and changing filters. I wrap the center of my hose with a double roll of towel material so it doesn't tap on the headboard or slide between the headboard and mattress. I figured out the room temperature I need to breathe the best (too cold and I can't sleep, too hot and I feel like I'm breathing air out of a blast furnace.) I have resisted all efforts by sleep apnea "experts" to force me off of the nasal pillows and onto a mask (I'm used to the other headgear, why would I fix something if it's not broken?!?) I've tried and rejected two humidifiers.
The key is to accept it, own it, get into problem solving mode and absolutely refuse to give up until you get to where I am with it: sometimes I can't even tell if I have it on or not and have to reach up with my hand to confirm that I'm wearing it. It's that second-nature and comfortable. It feels almost like part of my body.
If you can get it, the APAP (automatic PAP) is the best, I think. I'm on my third machine and this one is so silent and so "cooperative" that I really love sleeping with it. It also has a built-in memory card that I can just mail to my doctor and they can report back to me how I'm doing with it (how many episodes, durations, average pressure, etc.) -- which is very reassuring. It's like having a little sleep lab in your bedroom.
Sleep is very important part of the diabetes puzzle. Don't miss out on the power of the APAP to help you feel better. I still have sleep issues, but suffocating while I sleep is no longer one of them!!!