It is absolutely essential that you have a sleep study before purchasing a CPAP machine.When you have Sleep Apnea your windpipe closes during sleep and you stop breathing for short periods of time. The result of this is that you are constantly struggling to breath and are unable to reach a deep restful sleep stage. Your heart pumps harder to get less oxygen to your body escpecially your brain and long term effects are  heart attack or stroke. CPAP machines are a precise calibrated machine that is set to each individual's needs. The machine basically keeps your windpipe inflated during the night allowing the smooth flow of oxygen between you airway and your lungs. A sleep study determines if you do indeed have sleep apnea and also what setting and type of machine that you will need. The setting of the machine is how much pressure  is needed to keep your windpipe inflated to allow the individual to reach a restful sleep state. The problem with buying a used machine is that it is not set to your needs, but rather the needs of the original owner. If you are able to purchase a used machine, it is essential that you have a licensed therapist set up the machine for you based on your sleep study results before using it. CPAP machines are a prescription item which is why Ebay will end these auctions. There is a real danger that people who have not had a sleep study or those that don't know their prescription information will just use the machine at the settings that are on there. The other factor is that masks and hoses should always be new and you should never use used masks and hoses for sanitary reasons. Also mask sizes vary and a sleep study will also determing the size and style of mask you can use. Normally these machines will run $1600 to $1800 when purchased thru a Health Care Provider. Most insurance companies and Medicare will rent the machines at $100 to $150 a month to make sure the patient will use the machine. After a set period of months, the insurance company will then purchase the machine. If you do not have health insurance , you can purchase the same machine from many CPAP stores forabout one third of the cost that a provider will charge. These stores can easily be found be doing a google search under Cpap machines and like anything the prices vary widely. You will need to give them give them a copy of your prescription and they will set the machine before shipping it to you. My personal preference is a Respironics Brand Remstar Plus with C-lex machine or a Respironics Remstar Pro II with C-Flex.  The Pro II is the same machine as the plus except it has a data card that records your sleep information that is very helpful in analyzing your sleep patterns for the doctor. C-Flex is  the best thing to come along in Cpap machines in years. What C-flex is a system that eases up on the pressure when you exhale. This is important because otherwise you are trying to exale while your machine is blowing full pressure at you. The end result is that with C-flex you sleep longer and have less mask air leaks. A Cpap machine without C-flex is really obsolete and you can always know if the machine has C-flex because there is a blue stripe that has white letters that say with C-flex. C-flex and Remstar are currently the most widely written prescriptions for people needing the machines. Lastly , if your insurance company has already paid for one machine, they will not replace your old machine unless it stops working. Most Cpap machine have an average 10 year life span under normal conditions.