I too have a very bad case, diagnosed a few years ago. Got a machine and a full-face mask (I breathe through my mouth at night) and it has helped a lot. Be aware: the local companies that sell equipment often don't know squat about it, often push the products that make the most money or give them the highest reibursement, etc.

If your Dr prescribes the machine, don't blindly go to whoever he recommends (or even the machine the suggests - he doesn't have apnea so he doesn't know what it is like to wear it) . Do some research on equipment and advice.

One company I had a lot of good luck with is http://www.cpap.com/

They also sponsor (but don't interfere with) a really good message board: http://www.cpaptalk.com/CPAP-Sleep-Apnea-Forum.html

Lots of excellent discussions on specific models and equipment, advice on how to use it, responses to people's questions, etc. Just like Greg's board you can learn a LOT from it.
- Bob