Expensive relative to what? Let's say you do fixed-cost software development and you know that you can get 5% more done when you sleep well. If your goal is to earn $50/hour, then you'd pay for the device in about seven months. I use a CPAP, and I bet the co-pays alone for the sleep studies to determine that I needed it exceeded $400.

*Presuming you could train yourself to sleep sufficiently better to work 5% better (in whatever units better is)