I've had 3, one in a sleep lab, one at home, one in a hospital - at home I wore the usual (naked) and a box with attached sensors ( to me) that was supposed to record my sleep - it was a money-saving attempt by Kaiser and evidently the box didn't work correctly, so wasted time..
Sleep lab was in the desert 10 years ago - I turned up at 9 at night, good-sized offices and 6 or 7 small sleep study rooms, bed and bedside table was about all they held. Checked in with Dwayne, friendly younger guy around 30; along with all the preliminary height/weight/vitals, asked me about sleep habits, symptoms, etc. I'd brought sweatpants and t-shirt figuring I'd have to go along with whatever the dress code was, but Dwayne asked What do you normally sleep in? I told him Nothing. He said We want to make sure you get a typical night's sleep, I said not having to suit up would help. He said Not a problem, let me put the others away for the night and come get you. I read for awhile, he came and collected me and said Let's get started. I went behind a curtain and took everything off but my socks (cold feet always), padded back into the main room hoping there weren't any cameras (turns out there were in all the sleep rooms, Oh well) - Dwayne worked over, around and behind me for 1/2 hour putting sensors on back/chest/head, arms and legs (connected those to each other, they wanted to track movements). Got done, stood back and said "I don't know why you're here, you're not overweight" (toned 5'11" and 175, and I was sitting facing him wearing only socks and wires, he had seen everything except directly under me) - "Well, let's see if we can get some readings." Put me in the room, turned off the overhead light and turned on a dim red bulb below my line of sight - I asked what that was for and that's when I found out I was being filmed) Gave some instructions over an overhead speaker, then I was out for the night. He woke me after a few hours and connected a CPAP, I managed to go back to sleep a little longer.
Morning was the reverse, he got the others disconnected and out, came for me and disconnected everything, said "Get dressed, you're free!"
Did say that I'd slept on my left side the entire time, didn't wake up, snored lightly once or twice but for the most part didn't make a sound, didn't gasp for air. He did say you moved your legs initially, "cupped yourself a few times", I probably blushed, he was laughing.
(Moderate or worse apnea, 25-30 incidents per hour was the verdict. They'd missed it for years because they have a profile that says I should be a heavyset middle-aged male, sleep on my back, snore loudly, etc and none of that applied - I was on the skinny side for years, certainly had no extra at this time. Since I didn't look like their mental picture, took me more than a decade to finally get tested, and confirmed.)
Recent study in a hospital, checked in at 10 at night, same setup as the desert, dress code was Shirt, Pants and Underwear REQUIRED, talk about uncomfortable if you're not used to it. Young woman had me change, put sensors on arms and head, had me raise my shirt and pantlegs and she attached a few more. Didn't sleep well and only for about 3 hours, but they got most of what they needed for readings. Have been told the Sleep Lab in the desert was unusual, that most places wouldn't allow anything like a naked study subject but since it was a resort town and spring break destination, they were probably more relaxed about things.
I'm grateful to Dwayne, might still be trying to sort out my lifelong sleep deficit if not for his relaxed approach. Seemed perfectly fine working closely on a naked guy, but when I said I feel like somebody's science project he stood back for a look, laughed and said Don't quit your day job! Bastard...