How do you deal with the DMEs?

I don't deal with the DMEs at all. I got so fed up with things when I started therapy, that it is just not worth the hassles to get what little insurance pays toward the equipment.
My Intellipap was very reasonably priced from CPAP.com. I have tried several different masks, and now that I have settled on one, it's not at all expensive to buy new pillows every few months and a six-pack of filters. I have a high deductible health plan and a health savings account. I just make my purchases using the debit card from the HSA, and a few days later I have exactly what I want. Done and done.