Ideally, you keep the air from leaking out of your mouth with your tongue, not your lips. Keep your jaw closed, and keep the tongue pressed against the roof of your mouth. Your cheeks shouldn't puff out, and your shouldn't have any pressure on your lips.
The idea of the chin straps is mostly to keep your jaw closed. If your jaw opens, your tongue tends to come down from the roof of your mouth and let air out.
It may help to consciously press your tongue against the roof of your mouth behind your front teeth as you settle down to sleep.
Try this and open your lips for a second to get a feeling for what you're trying to achieve. No air should come out. Then close your lips, you do want them closed during the night.
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for information on the main alternative to CPAP.
If it's midnight and a DME tells you it's dark outside, go and check it yourself.
Been trying to keep my tongue forward and up against the roof of my mouth the last couple nights (except tonight-- I'm up doing work) and I think it's been helping. I'm pretty confident now it's just a matter of training to get the nasal pillows to work.
You might try upping your low pressure to 6 or 7. I know it sounds strange but the higher the pressure to a point, the more it forces my mouth to stay closed. Also play around with your pressure relief settings.