You get your GP to refer you to a sleep specialist. They do a sleep study, paid by OHIP, and prescribe CPAP. The dealer lends you a machine and mask, calibrated to the prescribed pressure. You return to the clinic with your mask, using their machine for a second study, also paid by OHIP, and they calibrate your pressure. The second study should demonstrate whether CPAP will work for you. Now you purchase a machine. The province subsidizes the first $750 of the price. I was chatting with a dealer, he says that Resmed machines have the nicest features, but cost about $2K. You can choose a full facemask (nose and mouth), a nasal mask, or a nasal pillow. Pillows are too painful for me. I have a nasal mask. I had to shave my moustache because it didn't work very well with facial hair (YMMV), maybe I should have taken the full mask. Once you are set up, I believe OHIP will pay for one sleep study per year.
I used Toronto Sleep Institute, they seem like a nice outfit.