It might be easier than you think. I did my sleep study like a year ago thinking I would have to stay overnight in the clinic, but no they just gave me a 15-minute demo about how to set up the diagnostic machine and sent it home with me. Brought it back the next day and got my CPAP like a week or two later after the doctor had reviewed the results.

For real, there is a line that demarcates my life into two distinct segments- before CPAP and after CPAP. It's no joke when I describe it as a life changing event. If you're thinking about getting checked out for it, just do it. You won't regret it even if you do end up having to use the machine.