I started out with medium mask (I use the same as you - Dream Machine with nasal pillows) - but was getting too much leaking. Switched to small and it has been perfect since.
Don't be hesitant about this. When I got my diagnosis and started using CPAP, I FINALLY found myself getting good sleep, instant energy and just a feeling of being better than I had in a long time. The CPAP machines have come so far that they are nothing like I thought they would be -- and there has not been any problems getting used to sleeping with it. Believe me, it's worth the effort you may have to put into getting all this set up.
