Sorry I missed this yesterday, but yeah, I've done this as well. I had to go back a second and third time, and was allergic to the damn tape all three times. Bad enough with all those things taped to you and having to try and sleep, but having the tape come off with some of the skin its attached to was no picnic either.
Long story short, I got one of those miserable masks and the sleep apnea went away. My wife was overjoyed, and I was miserable. I then accidentally stumbled upon a better way than the mask...
I really wanted another way out from under the apnea. I LOVE my sleep, like I love my dinner

I think I was in the 50-60 category, so I was not getting any real 'rest'. Every morning I woke up tired, and if I slept in late, like say..8 hours or more, the 'hangover' headache I woke with was nearly unbearable. Now, I don't mind the occasional hangover but I certainly like to earn it if I'm going to have it! The freebies I could do without!
So....immediately after I got the cursed contraption I also had a cracked rib heal and went back to sparring at class. I wanted to lose weight to keep up with the 17 and 18 year olds I was sparring, to try and keep up with their youthful explosive speed. I worked hard and went from 220 pounds to 190, and the sleep apnea went away completely without the aid of that cursed mask. Dropping the weight was all that was necessary for me. I don't know if this is a universal cure, but i was told by my doctor that almost 100% of sleep apnea sufferers are overweight or obese.
So, before you drive yourself crazy trying to learn to sleep with that wretched thing strapped to your face, bust your *** to lose a few pounds if you're overweight. I was 220 on Christmas morning 2007 (and probably went up a few pouinds that day as well), and was down to 190 by last April 15th. I was 193 this morning, and my wife says she cannot remember the last time she heard me snoring. All the snoring in our room now comes from the chocolate lab sleeping by the dresser! All the hangovers from sleeping in are gone, and I feel better every day.
If you can lose some weight, try really hard to do that immediately. If you are already slim and fit, I guess the contraption is your best bet. But losing weight, to me anyway, is a far FAR better alternative than the mask.
Good Luck brother!