Pro tip: Get a outlet timer and put a bright lamp on it. The lights in my bedroom click on at the same time each morning and make it much nicer to wake up.
Edit: I use this one: http://amzn.com/B000NBCEM8
Edit: I use this one: http://amzn.com/B000NBCEM8
Felt it was more fun, less intrusive, and as cheap (ish) to roll my own solution.
It's a long way from the old days of a radio on full-volume static or alarm clock thrown under the middle of my bed!