Has anyone experienced a sleep study?

My wife is concerned that I have sleep apnea. Apparently, in the middle of the night I often will sit up startled with a choking sound.

I have always had problems sleeping, and since having kids, my sleep has been so light that I am aware if she even rolls over in bed. In order to actually fall asleep, I have become dependent on routines. And when these routines break down, I have a difficult time falling asleep. I’m always tired.

So, my concern is this – if I spend a ton of money on a sleep study (still not sure if any of this would be covered by insurance), could it be a complete waste of time? Is it possible that I just wouldn’t sleep during the study? What happens then?

Has anyone gone through a sleep study? Did you have trouble sleeping? Did you insurance cover it?