Treatment of OSA with CPAP is currently the recommended treatment and has the greatest evidence of efficacy on AHI, symptoms and comorbidities. Symptomatic patients with moderate-severe OSA generally have good adherence to CPAP therapy, while those with mild OSA, female, young and generally paucisymptomatic, have lower CPAP adherence, especially in the medium and long term. The recent identification of different clinical and pathophysiological phenotypes of OSA has paved the way for alternative treatments to CPAP, leading to an increasingly personalized therapy. Weight loss and lifestyle modifications are highly recommended in all obese or overweight patients. Mandibular advancement devices (MAD), positional therapy (PT) and hypoglossal nerve stimulation (HSN) are recent and personalized alternative therapies on which there is promising and encouraging data but with still little strong scientific evidence. The purpose of this review is to compare the efficacy, adherence and costs of various therapeutic options for OSA patients in the light of recent evidence and to provide useful guidance for specialists.