They work very well, John. Not dreadful in the slightest. In my case the apnea was weight releated and, having tried and failed to lose weight many times, it made a massive difference. Lack of sleep causes all sorts of mental health problems which in my case manefested as over eathing and drinking too much and that led to being physicaly unable to excercise much. I was on a CPAP maching for 5 years and my mental well being improved so much that I managed to lose 4 stone and now easily hike up big hills that I used to struggle with, cycle 10 miles or more 2 or 3 times a week and am a regular at the gym. Keberoxu mentioned elsewhere about having mental health issues and on this thread has already said -

The nurse-practitioner took one approach which soothed me.
She talked with me in terms of,
let's get you sleeping properly, getting a healthier condition for resting and breathing and so on,
and then consider what a difference it makes to your waking life,
when you are better rested and not exhausted and fatigued all the time.

Then, and only then, we can worry about weight loss
and eliminating obesity (yes, I do have that diagnosis).

CPAP machines are easy to use, do not involve any medication, are proven to be effective and can lead to a quality of life that some people could not otherwise achieve. Far from a last resort.