Here in the UK CPAP machines are supplied from the NHS Sleep Clinics and people who wish to purchase one can do so directly from the manufacturers themselves - Philips Respironics, Drive Devilbiss, Resmed and Fisher & Paykel from their UK offices.
A diagnosis and prescription is necessary for a CPAP or BiPAP machine, and the above manufacturers can usually liaise with the sleep clinics on your behalf and supply the machines with the correct pressures required by the clinic for each patient.
It is NOT recommended to loan or purchase a machine without a diagnosis as there can be contraindications which is why these are prescription items! Also bear in mind, machines on loan will have been previously used by other people and may not have been adequately sanitised.
There are also different types of machines such as CPAP, BiPAP and Non-Invasive Ventilation and it is important that people are issued with the correct machine, dependent on their medical history and specific diagnosis.