Far Canal, if you can possibly avoid it, DO NOT DO A SLEEP STUDY! invariably the clinic that does the study WILL find a reason to sell you an extremely expensive piece of equipment which you will not be able to tolerate and make your night's sleep even worse. In addition if you were referred for the sleep study by your DAME they are obliged to report the results to CASA AVMED and you will be in their clutches for LIFE!
If you are concerned about your sleep then by all means have the sleep study but have it referred by a non DAME, ideally a doctor that doesn't know you're involved in aviation.
As mentioned elsewhere in these pages 'sleep apnea' is the new medical cash cow and these clinics and the wider sleep industry are making a motza. Worse still CASA AVMED aids and abets them by treating 'sleep apnea' as a life threatening medical condition. The weird dichotomy is that CASA does not require every pilot/ATC/engineer/flight attendant to compulsorily take a sleep test to discover their apnea status. You only fall into their clutches if you stupidly (like me) tell your DAME that you wish you could get a better night's sleep and then go for the sleep test.
So the important lesson here - if your DAME asks 'how are you sleeping?' or 'do you ever have day time sleepiness?'. The correct answers in order are 'I sleep like the dead' and 'I am alert and full of energy all day long, thanks for asking!'