First, what country are you in? That could make a difference in what machines are available to you and what the cost might be.
My experience is with the ResMed machines, and in my humble opinion, they are the best ones. Depending on whether you are buying new or used, I would suggest two models to consider:
A Used Machine
ResMed S9 AutoSet with H5i Humidifier:
This is not the current model and you would be unlikely to find it new, but they could be on the used market. If you buy used be sure to ask the seller how many hours are on the machine. You do not want to buy one that is already worn out. The machine was sold alone, or complete with a detachable humidifier. My wife uses one and it is a very good machine again in my opinion. You should ideally get a heated Climate Line hose with it as well. It allows you to use more humidity without getting into water in the hose problems (rainout). Here is a link to read about the machine:
ResMed S9 AutoSet with H5i Humidifier
A New Machine
ResMed AirSense 10 AutoSet:
There is ResMed's latest Auto CPAP and if you are able to buy new, the one I would recommend. The humidifier is built in. And again I would recommend the heated Climate Line hose. Here is a link to more information on the machine:
ResMed AirSense 10 AutoSet
The price will depend on where you are located. If in the US I understand that they are sometimes available at a good price on Amazon, and there should be many other on line stores where you can buy it. I am from Canada, and more familiar with the market here. Here is a link to one Canadian supplier. The complete package including the machine is $845 Canadian.
ResMed AirSense 10 AutoSet
In Canada you will need a prescription from your doctor, and I suspect the same in the US.
Hope that helps some,
Edit: I had suggested the For Her version of the machine, and then I remembered that you will need at least 15 cm pressure, and the For Her version is really only suitable for less than 12 cm pressure. Also the standard machine is likely easier to find.