I had one done at a sleep clinic in 2010. I got diagnosed with sleep apnoea (had absolutely no idea I had it before the study). I am not a great sleeper, but did fine that night. Lots of wires and other goodies attached, but you can still move around / adjust position (they are stuck on pretty well lol).
I think it is worth doing. People go their whole lives with sleep disorders without knowing that they even have them or there are so many treatments available to make things easier.
Happy to answer any other questions you have.