Marieze,
I was diagnosed with sleep Apnea in early 2006 - before I had considered Lap Band surgery. Eveyone hates the sleep study - it is so hard to sleep with all those wires attached, and someone watching you by camera. But undiagonsed apnea can kill you. Its worth it.
I was only banded last week, so can't tell you if weight loss will get rid of the apnea. Also, my apnea is caused as much by paralyzed vocal folds as weight, so even when I lose weight I might still need the CPAP machine.
One web site you should check out is CPAP Machines and CPAP Masks for the Treatment of Sleep Apnea. There is also a related site at www.cpaptalk.com CPAP and Sleep Apnea Discussion Forum run just like this message board - users helping users. This site does not accept insurance, but will put the proper codes on your invoice so you can submit it to your insurance company. Many have found that the prices on this site, even if insurance won't pay, is less than the deductible charged by many DMEs (Durable Medical Equipment).
There is some variety in the machines, based on whether you plan to do a lot of traveling with it or not, and even more choices of masks - full-face, nasal, pillows, etc. There are also some accessories that can be helpful, such as hose covers that reduce or eliminate moisture in the hose and mask caused by room temperatures.
The cpaptalk site is full of very helpful people, and I am sure they will welcome you there.
NOTE: I have no connection with either of these sites, except to be a happy customer.
Surfbored