The surest way to find out if you have sleep apnea is to get married. My married friends tell me that your mate will not fail to emphatically point out even the smallest defect in your sleeping regimen.
However, if like me, you consider a wedding to be an ill use of a perfectly good Saturday, other solutions must be found. In my area, a sleep study runs arounds $2,000, rather steep if it is not covered under insurance. Most of the time the doctor end up prescribing a $500 CPAP machine. It strikes me as being a bit of a waste.
I wonder if renting or buying a video camera would be worthwhile? Record yourself while sleeping. Some forms of sleep apnea are pretty obvious. It's hard to miss when the sleeper stops breathing for a while and then disperately gasps for breath. It is something to reseach anyway, decide what's best for your particular situation.