CPAP NEW USER

Now that I know I have sleep apnea I'm on my 3rd night using a cpap machine that was given to me by the hospital , in 7 days I need to return it but I need to buy one does anyone know whats a good brand that's reasonably priced and do they come with everything I need or do I need to but it all separate

reasonably priced probably depends a lot on your budget and insurance/subsidies but from my research I went with the S9 Auto and that seems to be a fairly popular recommendation around here.

Where are you located?
Do you have insurance to help pay or is all the cost coming out of pocket?

Normally things are sold separately but they can also be packaged together too in terms of machine and humidifier and almost always a hose is included with the blower unit. Might be a generic hose depending on machine brand. Heated hose machines are more often dispensed with the regular hose as the heated hose is considered an option but sometimes you can buy it all in one package.

Masks are separate totally.
Filters to use in the blower unit...the machines normally come with one filter (if the machine is new) but additional filters are separate purchase and not horribly expensive if you shop smart.

The 2 main players in the cpap/apap market are Phillips Respironics and ResMed...of the 2 Respironics is more reasonably priced and to be honest it is on equal ground with ResMed in terms of quality and how it does its job.
When cost is a factor and someone is paying out of pocket without insurance...get the Phillips Respironics System One 60 series machine.
Be sure to get a machine that offers full data and not just hours of use. You may not think it is important now but it might be in the future.