I was diagnosed with 'mild to moderate' sleep apnea and told to not drink, and to exercise more. No CPAP needed. And they were right- if I do those things, I don't have many problems. But then again, I can't always do those things.
What really helped though, and I'm loathe to even say it, was taking high absorption magnesium. I hate it because there are very limited studies that say it should work, and it's mostly promoted by absolute quacks. And yet, when I take it, I sleep really well without snoring or having apnea issues and if I stop, I sleep terribly.