The biggest headache for me about having to use CPAP every night is the amount of time it takes to clean my equipment every single day. Just taking my mask apart everyday before work is a huge inconvenience, particularly if I am late for work. Also some of the cleaners I have used in the past smells strongly, sometimes interfering with getting to sleep.
My friend just got a great new device which he swears by for cleaning his mask, the SoClean 2 CPAP Mask Cleaning System. The reason he is so enthusiastic about this cleaning system is that he does not have to take his mask apart every morning. Instead, he just places the mask right in the machine for 15 minutes and it comes out clean. I know it sounds like magic, I am planning on getting one myself to test out how it works.