Because this topic comes up often in this message base, I'm throwing my 2 cents in about travelling with a CPAP.
The CPAP I chose to travel with is the HDM Z2 Auto. Please note that this is an APAP (automatic adjusting) and not a CPAP (set pressure value). The difference is expensive, but worth it. The non-auto version of this device has to be tuned by a doctor before use. The auto version measures your breathing and automatically adjusts the pressure.
The device itself fit in the palm of my hand, is about three fingers thick and weighs in total just shy of a pound. Even with its power cord, hose, mask and noise suppressor, it's very portable. That said, a wise purchase is a carry case -- not the carry bag -- from a dealer like CPAP.com. The small carry case fits everything just perfectly with a little room to spare and then fits in a Rick Steves carry-on backpack.
Another nb: be VERY careful with the plastic parts of this device, especially the mask holder and the tube end. Make sure both are packed away from the edges of the carry case. If either break, you're hosed. It might even be worth wrapping both in bubble wrap or a cloth to protect them.
The Z2 Auto is quiet, but not perfectly so. It "wheezes" with each breath, sounding a bit like a vacuum cleaner when it sucks up something too big for the hose. Because the noise rises and falls, there's no real way to get used to it. I strongly recommend industrial-grade earplugs.
Voltage is not a problem with this device. I have mine plugged into my plug converter and it runs on European voltage just fine. I'm also carrying a 12' extension cord just in case the plug is too far from the bed. I haven't had to use it yet, but it's good to have it just in case. A standard, indoor-grade, non-grounded cord is just fine.
Finally, to keep your mask squeaky clean, I recommend pre-packaged clean wipes specifically made for mask cleaning. You can buy them from any online CPAP store. A box of 12 costs about 6 bucks. Starting your travels with a new mask doesn't hurt, either.
So there you go, CPAP users, travel away with your device and sleep soundly.
-- Mike Beebe