For years I have been using a Respironics CPAP machine -- even when I travel.
I have a full-size (wheeled) carry-on bag just for my CPAP machine and supplies (I always carry an extra mask and hose, having had issues with both at one time or another and extension cords for power).
The catch is that the machine weighs in at about 10 pounds and by the time you add in all the extras its a lot (both size and weight) to be hauling around.
What makes it worse is that many places that I stay don't have a nightstand big enough for my CPAP. This is compounded further by the fact that often there is no power outlet near the nightstand -- which is why I carry two 25 foot extension cords and have used them both a number of times.
As my wife and I are beginning to travel more, the hassle-factor just got to be too much, so I just purchased a new machine for travel -- the HDM Z1 Auto. The machine weighs in at 10 ounces -- yes less than a pound! The machine itself is 6.3" x 3.5" x 2"
It also can run off of a battery:
The battery pack adds 9 ounces and another 1.5" in height. The only drawback is that machine does not have an option for a humidifier. They have a Heat Moisture Exchanger (HME) which helps, but is not the same. In the end, with the battery pack and an extra battery it still comes in at less than 2 pounds fits in the palm of my hand.
I have used it for a couple of days now and it's pretty good -- as quiet as my Respironics. I normally use a lot of water in my humidifier, so I am going to have to get used to that when I travel, but I figure it's worth it.