Yep. I had mine done a few months back, and the bipap machine they got me from it is fantastic! I love it. I used to ALWAYS be a zombie in the morning, now I can get through weeks without coffee. In the past I would have needed some sort of soda or coffee just to get through the morning and stay awake long enough to make it to lunch...
I've actually started using it to completely turn around my life. I've started doing lots of workouts in the mornings and evenings that I never would have been able to do before now. As of the last weigh in, I've actually lost 19.6 lbs since June 24th because of the working out, and just trying to change my life.
As far as the study goes... if you are lucky like I was, the place you go to will be top notch and have a sleep number bed awaiting you! They put a ton of electrodes on your head, arms, legs, etc. It's very disconcerting at first, but assuming you followed their advice and did not take caffeine the day of the study you should be ok. They'll put the lights out and watch you via night vision cameras, etc. Eventually, if they feel you need the machine they'll put one on you and study what happens, etc.
They determined that I have 'complex sleep apnea' which is not really the real thing - like you would have if you needed a cpap machine, but is bad enough to mandate using a bipap machine, so that is what I ended up with.
The bipap is different than cpap because the airflow is different... instead of pushing full force to make me breathe it sort of is regulated so it just asists when I need it. There is still a steady stream of air, but it's not as forceful of a push as if this would be a bipap machine I think.. and it only goes up to that level if it detects that I'm having problems breathing.
Hopefully they'll have something better on tv if you have tv in your room than they had for me... They had cable on and it was CSI or some cop show like that -- an episode about a guy being put in to the electric chair. The scene where he was getting prepped for the execution in the chair was the same time they were putting the last of the electrodes on me as I sat on that bed, lol.
It does take a few weeks of getting used to the machine if you do need to get one, but it gets easier over time... and it does help enormously if you really do need it.
DO take your own pillows and blankets if they make you comfortable. The place I went to let me take those and they really helped a lot since they didn't give me very heavy blankets, and I need those since my circulation is a little odd... I have trouble sleeping if my feet are not covered and/or have socks on them.