I guess the embarrassing part is subjective. Some ppl think I look like I'm about to enter a HAZMAT area, some ppl think nothing of it. I can't say I enjoy ppl having to see it, but it's something I have to accept.

Don't quote me on this, but if you were dx-ed Sleep Apnea, I think your Dr would advise using the machine/mask every time you sleep--including naps--regardless of where you are. I recently went out of town and had to bring it with me, but the machines come in a nice/nondescript bag; no one would know it has a sleep machine inside.
I don't know about the batteries. I would think that could be an option. Just make sure you asked your Dr/pharmacy.
Switching positions is no problem, at least for me. The machines have a significant length of "tube" that allows you to toss and turn. Not once have I gotten tangled up in the tube or felt choked--and I tend to move a lot.
I don't know how the effects are for everyone, but I use a nose mask (a kind that only covers my nose, because I breathe thru my nose when sleeping; ppl that breathe thru their mouth use a mouth mask), and ever since I've started it, my bf says he never hears me snore anymore, and he used to hear me several nites a week....and this is with nothing covering my mouth,

Hope this helps.