I pack my CPAP into my carry-on bag. I put clothes around it to cushion it.
I would not check my CPAP -- too much danger of loss or damage.
I've only had problems twice. In Europe, the CPAP itself was right at the weight limit (European airlines have very low weight limits for carry-ons), and the airline would not make an exception and let me take my carry-on bag, with the CPAP, on the plane. I put the CPAP in a tote bag and carried it on alone, but it was difficult to carry that way, plus I got very stressed out when I realized that my medicines and other important stuff were still in the bag I had just checked! The other problem was trying to bring both my CPAP and my laptop on a US flight. I explained that one bag was medical equipment and the other was a computer, and the airline let me carry both on.