fireftr, if your privacy is that important to you (sounds like it is)

and if you don't mind spending your own money for treatment equipment, you can buy everything the doctor wants you to have (as well as replacement supplies) from online cpap supply stores like cpap.com.
Simply ask the doctor's office to give you your machine prescription, or a copy of it, before you leave the doctor's office. If you are given a copy rather than the original Rx, tell the doctor's office to
not send your Rx to any home health care store. You want to take some time deciding where you want to buy your equipment.
You will not have to step foot inside any local DME (Durable Medical Equipment provider - home health care supplies store) at all, if you don't want to. Just buy your machine, mask, humidifier... everything...through the internet, from an online store. That's how I've always bought my own equipment, including machine... online... no insurance.
As Okie mentioned, some insurance companies are willing to reimburse part of the cost of online purchases of medical equipment. Others require that you buy only from their list of providers. That's why I said you might have to do it all out of your own pocket, if your insurance balks and requires that you go to a store on their approved list.
To give you one example of the lowest cost you could expect to pay if you choose to outfit yourself completely at an online store:
Puritan Bennett GoodKnight 420G - $298.00 (straight cpap machine)
Comes with bag, hose, and manuals. That includes the clinician's setup manual...something the local DME will not even let you see, much less give you.
Fisher & Paykel HC 150 heated humidifier - $179.00
Comes with extra water chamber and stand.
ResMed Swift nasal pillows mask - $115.00
Comes with all three sizes of nasal "pillows": small, medium, and large.
With free shipping and no sales tax, that's under $600 for a complete setup using excellent brands of machine and humidifier and mask.
See? It's not going to cost very much to maintain your privacy.
No guesswork about size of mask either, since all three sizes of the nasal pillows are with each Swift. The Swift is a very popular "nasal pillows" mask that is more comfortable for many people than the usual "nasal mask" (covers the nose.) Nasal pillows sit against the openings to the nostrils. The tip of the nasal pillows is just barely inside the nostril openings...not crammed up inside.
If a regular nasal mask is what you think you'd prefer, the virtually leakproof ResMed Activa is the most comfortable of the "covers the nose" type masks in the opinion of many. It's about $95.00. Wouldn't be a bad idea to get both masks - the Swift and the Activa right from the get-go. Many people like to rotate masks on different nights just to give any pressure points a break.
Those are two very comfortable masks for many people, but any one mask can wear out its welcome if worn every night. It's nice to have a different type of mask to switch to, from time to time. Another message board poster put it this way once..."we don't wear the same pair of shoes every day." I like that.
If your doctor wants to put you on a different type of machine more expensive than a straight cpap, the online stores have every type, and the prices are still
considerably less than what you'd pay a local DME if you had to pay a local supply store out of your own pocket. Whatever machine the doctor writes for you - you can buy it at an online store with your prescription.
No other piece of equipment bought online requires a prescription. Only the machine needs a prescription. Mask, humidifier, hoses, filters, accessories - none of those need an Rx to buy them from online stores.
Maybe insurance will reimburse you part of the online cost, maybe not. Doesn't hurt to ask. But at least now you have an idea of how little it could cost you if you have to pay for a complete treatment setup yourself.