The other thing to remember about CPAP is that it's not just the machine, you have to get replaceable supplies - masks, air tubes, etc every so often.
While not nearly as bad as linked blog entry, my worst situation was with Kaiser in the SF Bay Area. I had gotten a CPAP through them and then a few years later moved to a different part of the Bay. I set up a new doc also with Kaiser, but the records don't easily transfer and since it's a different Kaiser respiratory team, I had to (of course) do another sleep study AND go through a CPAP orientation on how to use a CPAP despite me already owning and using a CPAP and just needing a new mask, etc.