There are "Sleep Centers"; I think most hospitals have them, though not always on the same grounds as the main hospital campus. At least some hospitals have them. As far as I know you need a prescription to have a sleep study done; at least, I had a script for one, and my insurance paid for it. To get a script for a sleep study, obviously you need to see a doctor. What kind of doctor? Well the first jerkoff I went to see was a pulmonologist, referred by my "primary", who is a good guy. Why he recommended that asshole, I'll never know, but in any case Doctor Asshole gave me a script for a sleep study. The guy who did the Pillar Procedure on me and surgically repaired my deviated septum was an Ear, Nose and Throat specialist, and he gave me a script for a sleep study as a follow up after the surgery, so those guys can do it as well. I know a dentist who makes mouth pieces for sleep apnea, so I suspect he could also order a sleep study. Personally, i would recommend seeing an ear, nose and throat specialist about it and see what he says.
Just so you know (if you don't already), sleep apnea is not the same thing as insomnia at all. With sleep apnea, you stop breathing, long enough for your brain to say, "Hey, dumbass, you stopped breathing! don't do that!" And you "wake up" just enough to start breathing again - not always full awake, and not always so you'd notice yourself. Usually, your wife, GF, BF, husband, whatever, notices that you stop breathing and maybe snore. It happens when you fall into a deep sleep and your body relaxes totally. The muscles in your airway relax enough that they don't hold the airway open. So you may only "wake" enough to get out of the restful sleep zone, but not enough to fully wake up. This is why it seems like you sleep all night and still wake up exhausted, like you got no rest. That's because you didn't get any rest. You slept, but not deep enough for your body to actually get rested.
The CPAP machines work by pressurizing the airway so it can't collapse, and you keep breathing. For some, this works great, like Silk and Dude, apparently. I know others who have had great luck with it. Sometimes, if you're overweight, the extra fat in the neck and throat is enough to cause the problem, and losing this extra fat is enough to solve the problem. This is why I called the pulmonologist a jerkoff: I was 175 lbs and about 8% body fat at the time, and he called and told my wife to have me lose weight! Supposedly, booze causes it - or probably more correctly, exacerbates it, because it's a depressant and "artificially" relaxes your body enough that it can't keep the airway open. I don't know about this from first hand experience because I quit drinking years before I developed sleep apnea. Sometimes, an extra large uvula (spelling? The thing that hangs in the back of your throat like a punching bag) can block the airway - I know a guy who had his removed and his sleep problems disappeared completely. There are probably other contributing factors as well, but that's about all I have on it. For me, the Pillar Procedure, the deviated septum repair and sleeping on my side, and NOT on my back have solved the problem, at least well enough that I feel pretty rested a lot of the time. Your mileage may vary.........