It's valuable to have a doctor who can help you diagnose the problem and get the machine set correctly; technicians who can help with mask fitting and explain proper usage and maintenance; and followups to monitor effects. Some people might be able to manage those things on their own, and I certainly feel that people who already saw a doctor and own a CPAP should be able to manage their care if nothing changes.

I don't think it's good advice to self-diagnose, buy used equipment, and hope you get it right. CPAP quality degrades over time, for one. Some people might benefit from a CPAP, but really need a more complex and expensive machine like a BiPAP. Some people have central sleep apnea rather than obstructive sleep apnea. Some people would be better off with surgery or implanted devices. These are not things one should be figuring out on one's own.

If none of that is convincing, in the US it's illegal to sell a CPAP to someone without a prescription. I honestly don't care about that part, and if I knew how to order a new CPAP directly (perhaps from Canada or something), I would personally do it and skip the doctors entirely, but I don't think it's good advice, especially before you're properly diagnosed.