It's possible to make it a little shorter. There are at home sleep studies, and the modern machines are usually have an auto mode that automatically adjusts the pressure, which typically eliminates the need for the titration study.

Trying to get a CPAP covered by insurance is a pain, but if you have a prescription you can get one online and pay for it yourself - the same is true for supplies.

Also, there's tons of interesting data you can get off the machine, if you get one that's data capable (you really, really want one that. Take a look at the program sleepyhead:

http://www.sleepfiles.com/SH2/

Monitoring things yourself with your own data is really the way to go. It makes the sleep data you get from a jawbone/fitbit/etc look extremely minimal.