You will eventually agree with that statement. :-) It'll take a lot of tweaking and getting used to, but it's worth it.
You're starting off right - you're here asking questions. There isn't a better place to get support on your new reality then right here. Sometime in the near future, you're going to have that first night where you sleep perfectly and start to see the benefits. You might take some time to get to the second such night... but it will come. And they get more and more frequent.
I've been on CPAP for about 8 years now, and I can't even think about *not* using it. I also use an external sleep monitor that gives me a daily indication of the quality of my sleep. Even on nights when I don't think I slept well... the evidence often shows that I did. I've learned to make quick adjustments to my mask seal even in my sleep, to the point that I barely notice when I do it.
Your equipment, in my opinion, is the best - there isn't a better machine than an S10 Autoset, and of any mask I've tried, I like the N20 is my favourite - though I want to try the new n30. :-) Both the machine and the mask are among the most quiet. If you find that the machine noise bothers you, there are a couple things you can try - place your machine so that it's below the level of the surface of the mattress. It's less audible when it's lower than your ear. Another thing... I use a white noise generator that's just loud enough to "level off" the sound. When you're not hearing the breathing rhythm, it seems to help.
I've also always been a side/stomach sleeper... but now I'm just as comfortable on my back. I think the fact that I can actually sleep on my back and breathe at the same time makes the difference. :-)