I use each of these devices according to the condition at hand.
Mostly, I wear a CPAP nasal cushion mask with a Resmed A10 machine. I've applied CPAP for 17 years; earlier years with denial for need of this device and refused to use it. Eventually, I realized the benefits from its application and found the right mix of masks and machines. Have been using same nearly continuously, even when traveling to various places. I am convinced that this nightly procedure, including use during afternoon naps, is productive.
There are exceptional times when I cannot use a CPAP. These occur when airborne alergies occur. So, over 12 years ago I discovered a dental device, Pure Sleep, that help me to breathe in my sleep when sinuses are congested. This device is used exceptionally.
Both devices help with handling sleep apnea in their own ways. My preference is to use the CPAP procedure.
I hope that sharing my experiences will help you with your uncertainty.