Have you tried nasal pillows. When I got my CPAP I was nervous as hell about the mask, but was told to use nasal pillows instead of a face mask. I sleep all night not even realizing the thing is on and it definitely improves my sleep and energy.
Depending on how many events you have without CPAP, be careful. You can die from such events. sleep apnea can be fatal. On a couple of occassions when I've vacationed without CPAP, I've jerked awake ion the night totally unable to breathe. Scary shit.
I don't know how serious your sleep apnea is, but please be careful.