Marpac Sound Machine
I don't sleep soundly whatsoever. I have a borderline case of sleep apnea (not enough to need the machine). One thing that has helped my sleep is the Marpac DOHM-DS Sound Machine. It's a white noise sound machine with an actual fan on the inside. It's super compact, so it can be place under a nightstand or even under the side of your bed. We actually keep one in our children's room to help muffle sounds during the night (cars driving by, me getting up to make coffee, etc). We are actually still using one that we bought five years ago, so they are incredibly durable.
You can get one on Amazon for right around $50. It comes in white, back, and tan.