My philosophy is that one good sleep of 8 hours can make up for several nights of poor sleep. The trick however is getting that one good night sleep of 8 hours. I don't believe in using naps to try and make up for lost sleep, and do everything I can to avoid them.
I think one of the issues with CPAP that resolves over time is that there is some discomfort with the mask on your face, leaks from the mask, noise from the mask air vent, and noise from the machine itself. Those issues until you get used to them can prevent you from getting into a deeper sleep and more frequent wake ups in the night are probable. I don't think wake ups are a big issue providing you don't stay awake for any significant time.
On pillows that is a very individual thing. Everyone seems to end up with something different, but if it works it works. The best pillow I have found so far is a down alternative pillow from Costco. It is fairly soft, and does not push back, so it can make room for the mask without pushing it off my face. Others let the mask extend beyond the pillow.
I agree that lower room temperature helps. I recall seeing somewhere that 18 C or 64 F is supposed to be ideal for sleeping.
I find my ResMed machine to be very quiet, but the mask vent depending on the mask can be somewhat distracting. The AirFit P10 mask I am now using is very quiet though. I hear my wife's mask more than I hear mine.
Here is a link where you can download SleepyHead, and a basic manual. You do need a PC or a Mac, and a SD card reader. Most ResMed and DreamStation machines are compatible.
SleepyHead Download
SleepyHead Basic Manual
The manual gives you a good idea what the software can do.