Having been through the sleep study (twice) and currently wearing a CPAP (and loving it!), I can talk from experience.
The sleep study sucks. If he's lucky, your husband will get 2-3 hours of sleep that night. That's okay though. I was told that the doctors could pull enough relevant data from as little as 1 1/2 hours of sleep.
All in all, there will be about 30 different wires attached to your husband. Most are stuck to the head (for the EEG) but there are others including a heart monitor, a pulse-ox probe (on the finger) and wires on the arms and legs to detect muscle movement. He will also probably be wearing a nasal cannula.
Once your through all that, the CPAP is relatively simple. You put it on at night, take it off in the morning and hand wash the mask and humidifier and few times a week. Everyone else has already said it so I'll just echo their sentiments. I never thought I would ever sleep as well as I do now. It's just a matter finding a mask that your husband finds comfortable.
The thing to remember is that in order for your insurance company to cover the CPAP, they need to know your using it. My CPAP has a flash memory card in it and after my first 60 days, the home health care agency just took the card and downloaded the usage logs. My insurance company required 60 nights of continuous use for a minimum of 6 hours a night with a minimum of 95% compliance.
Good luck to your husband and keep us posted. Also, remind your husband that he's not alone, there are alot of us out there!