Aim: To evaluate how multi-night home sleep apnea testing and other ambulatory monitoring strategies can complement or, in selected patients, replace single-night in-laboratory polysomnography when diagnosing obstructive sleep apnea, with emphasis on clinical decision-making, diagnostic accuracy, feasibility, and patient experience. Materials and Methods: PubMed and Scopus were searched for English-language publications from 2015-2025. Selected landmark studies published before 2015, one American Academy of Sleep Medicine guideline and conference abstract were also included. Current evidence shows substantial night-to-night variability in the apnea-hypopnea index (AHI), driven by sleep position, alcohol use, and sleep-stage distribution. Single-night testing may misclassify a large proportion of mild-to-moderate cases. Modern home testing devices (e.g., peripheral arterial tonometry-based systems, accelerometry, radar, and under-mattress sensors) enable extended monitoring, reduce the first-night effect, and may improve diagnostic precision. Most patients prefer to perform tests at home due to convenience. However, it is worth emphasizing that clear instructions and easily accessible technical support are very important factors for them. Conclusions: For uncomplicated adults with a high pre-test probability of obstructive sleep apnea, multi-night home testing can be a pragmatic first-line option, especially around diagnostic thresholds. In-laboratory polysomnography remains preferred in patients with significant comorbidities, suspected coexisting sleep disorders, or when home testing is negative, inconclusive, or technically inadequate.