I have been using a CPAP for 16 years and have had much success. The key is to find a mask that fits properly and doesn't leak. Unfortunately, I am a restless sleeper and move lots, so finding the right mask has proved difficult. There are many new and innovative masks and machines available now, so try them until you find one that's right for you. Most suppliers have rental masks that they will let you try for a week (no charge) until you find the one that suits you.
There is also a specialty dental appliance available that is supposed to stop sleep apnea by moving the bottom jaw forward. I spent $2500.00 to have one designed/made thinking it would be more comfortable and provide more freedom - it did absolutely nothing and was painful. In my opinion, you should stay with the CPAP, as recommended.