I did a sleep study once, and at first it seemed a bit creepy & uncomfortable. Knowing that I have issues with falling asleep in GOOD conditions, I decided to pull an all-nighter (easy for me) the night before... by the time I got to the hospital the following evening, I was too exhausted to care about cameras & cables. Slept like a baby!
P.S. They gave me a nice private room, with a little television (had like 4 channels) and no visible cameras - so aside from the cables attached to me, it was kinda like staying in a cheap motel. No biggie.