You will likely need to participate in a sleep study to obtain a prescription. During the sleep study, a medical professional measures your heart rate, breathing, blood oxygen levels, how many times you stop breathing and how many times you wake up. The result of your sleep study tells your physician which pressures to prescribe for your CPAP machine.
Once you have a prescription, you can buy a CPAP machine online or at a local retailer. In most cases, your physician will recommend a distributor and send your prescription to them to get your CPAP machine set up.
You can rent a machine on a per-month basis if you are using a CPAP machine for a limited period of time or testing different machines and masks.
With a prescription, your insurance may cover some or all of the cost of a CPAP machine. However, you probably won’t have as much say in which machine you get compared to paying for the device out of pocket.