I started with a Fisher & Paykel HC150 unit that was compact and conveniently available through a rental scheme (try before you buy) at the local pharmacist.

Although it did the job it had one serious limitation. It needed
distilled water in the humidifier as it had an aluminium base. Although the machine itself was relatively inexpensive, providing the distilled water was inconvenient and expensive. Also it was not an auto-CPAP and so was not ideal therapy.

I graduated from this to an excellent (if heavy) machine made by Malinkrodt Goodknight 420G CPAP System which came with software to allow monitoring and analysis of treatment. I only replaced this when I needed to travel extensively and needed a machine that was approved to use on jumbos, particularly on Qantas.

So I sold the Malinkrodt and purchased a Resmed S7 Elite auto CPAP with humidifier. That resulted in a noticeable improvement in treatment, and again I could monitor my progress with their software. But this machine was still luggable rather than portable.

Still needing to travel overseas for work, when the smaller, lightweight portable Resmed S8 came out I purchased it and have been very pleased. I have been using the S8 Autoset Spirit II with H3i humidifier and Mirage Activa Mask for over 3 years now and have been very happy.
After 3 years, the straps on the mask needed replacing and I elected to replace the mask with the updated Mirage Activa LT mask which fits better and diffuses the spent air away from my wife instead of at her

When I go canoeing or camping I take a CPAP battery (C-222 from Batterygeek) to power it.
I am now looking at a Resmed S9 but until they bring out a version with DC-in socket so I can use my battery, I am holding off.
There are several other manufacturer of CPAP machines of which I am aware, but I am not inclined to change as I can see that Resmed are currently ahead in the development stakes.