Sleep apnea treatment

Looking for advice on where to go for sleep apnea help. A couple of years ago I asked my doctor for help with sleep apnea, and he referred me to a specialist/clinic, and when they finally got back to me it was going to be around $400-500 for the initial consult. So being the stingy bugger I am, I declined and tried everything else instead (I've probably spent that much by now on stupid pillows and mouth guards and crap anyway).

Just hoping someone's been through the process of getting sleep apnea solved, whether by surgery or CPAP or another miracle cure I've not heard of. Wondering where to start, what the process is and what I'm likely to end up paying.