Here's the science comparing oral apliances to CPAP. Summary: they work.
http://crobm.iadrjournals.org/cgi/content/full/15/3/137

Anectdotal:
I went to fellow about 5 years ago on a recommendation (he had been 'cured' for 15 years with his) and had one made to advance my mandible approximately 5 mm (he is since retired and looking for someone to make a new one). It was fitted, the top and bottom retainers are glued together and don't move. It was hell the first couple months and uncomfortable for the next year. Now it doesn't bother me at all and i like how it feels better with it in than out (feels weird to have my jaw moving around at night, if you can believe that!) In short, the nights it falls out or gets displaced i am reminded instantly of the living hell of waking up with my lungs tired, taking deep breaths all day, severe chronic headaches, crying fits, sleep fantasies non-stop and depression that this little piece of plastic delivered me from 5 years ago.
I had no sleep study after the device. Selfishly my own obvious transformation was enough to know it works and the sleep study was hell.
BTW, i am 36, female, not overweight, in good health and shape. I believe my apnea started as a child.
I sincerely hope you all find relief as well. I was deeply frustrated and still am with the lack of coverage for dental devices and paid for it out of pocket.

Jill,  
 
I am glad that you are feeling better!  
 
I would suggest that you do a followup PSG to ensure that the treatment is working in the way that you think it is. (This is even suggested in the article that you linked to)  Feeling better is only a part of the equation, if you are still having events high enough to be diagnosed as having OSA with the device, then you are at risk for all of the other complications, i.e. High BP, diabetes, organ damage etc.  Feeling better is one of the main reasons most of us seek treatment, but the long term effects of OSA shouldn't be ignored either.

Your "sleep study was hell"?  Why?

That review does state that CPAP generally works better then appliances and appliances can create craniomandibular and craniofacial complex problems.  But it's good to see an (unbiased) opinion that they seem to at least work to some degree.