I was lucky enough to have a portable sleep test kit that allowed me to do my sleep study from home. They gave you the basic training on how to hook yourself up, and away you go. Got a reasonable, typical night of sleep and returned the portable sleep study kit to the sleep lab for analysis. A few weeks later I was prescribed a CPAP and have been using one ever since.
My study revealed about 28+/- obstructive apnea episodes per hour, and never was getting into REM sleep. My doctor said that at this point this was not a serious problem, but that successful use of the CPAP would result in a much better quality of life, and the ability to wake up feeling refreshed and ready to go, as opposed to sluggish and lethargic throughout the day.
Using the CPAP, I've gotten excellent results sleeping in a "sitting up" position. My obstructive apnea occurrences have dropped down to an average of 1-2 per hour, and on a good night, fewer than 0.5 episodes per hour. I no longer snore, and everyone sleeps better.
Though the full-face mask I wear is a TOTAL drag in general, I can honestly say the "quality of life" results have been well worth it. If you have the insurance to help cover the costs, recommend the CPAP.