I had one done 3 years ago, it was easy enough. The place I went to had a sleep number bed that you can adjust, was comfortable enough to sleep, the room was set up like a hotel room, very nice. The only thing that I wondered about was how I was going to sleep knowing that I was going to be watched via a camera? After they wired me up they tucked me in. They woke me up and told me that I had stopped breathing some incredible number of times an hour and put a cpap on me for the rest of the night. They said that I was on the far end of bad for apnea. With that I got the Cadillac of cpap machines (said the Doctor) that adjusts to what ever I need, not a single setting machine.
The nice thing about the self adjusting machine is that I haven't needed to go back for a study, because the machine does the thinking that otherwise would require another sleep study for single settings.
Two years before my wife would hit me to start me breathing again all night long, at least that was her excuse
I've been using it faithfully for 3 years, a couple times sleeping away I did alright with out it, the last time I tried it I felt so sick, nauseous, light headed. I thought that I was coming down with something...then it dawned on me THIS IS HOW I USED TO FEEL ALL THE TIME BEFORE CPAP. So I always take my machine everywhere, that includes camping (marine battery & inverter to run it) & on my boat & vacations.