I have used a CPAP for 13 years. It saved my life. I had just about the worst case of sleep apnea - I had 900+ apneas in the sleep study (apnea is defined as no breathing for 10+ seconds) and 12 major apneas (60+ seconds no breathing). I was falling asleep all the time everywhere.
It took me about 2 weeks to get mostly used to it, and 2 months to get the point where it was like brushing my teeth - I don't even think about it, I just do it.
There are a bunch of different masks, plus humidifiers - you should exhaust every one to fine one you're comfortable with. I'm currently using:
http://www.cpap-supply.com/Nasal-Aire-II-p/k2a.htmwhich is nasal only. Very light and non-obtrusive. I used the triangular cover the nose one for many years. I have a friend that uses the full nose and mouth one.
One of the tricks to getting used to CPAP besides finding the right mask might be using the ramp option. Your cpap should have the ability to "ramp up" to full pressure over say a 20 minute period; that way you're not starting at full blast and getting annoyed. I use the ramp, so it starts off light; usually I fall asleep before full blast; if I don't and the full blast is annoying, I just reset the ramp and start over. If you have severe apnea, you may find yourself snorting a few times if you fall asleep before its fully ramped up. No big deal, either just give it a few more minutes or set it to full right then.
The newer machines are much quieter than the older ones. My current one is 5-6 years old and much quieter than the one I got 13 years ago.
Don't quit! It can be annoying at first but its a life saver. Do everything you can to stay with it. I know 5-6 people using it, its helping everyone of them, and they all got used to it.
Roger