I like to wakeup to my own music, rather than a buzzer or radio station. For a while, I would plug my stereo into my computer and use WinAlarm (a Winamp plug-in) to wake me up. The trouble was that I'd have to leave my computer on overnight and as you might know, prolonged uptime is bad for hard drive life. Then I switched to using a iHome iPod clock radio. This idea solved the problem of having an alarm independent of my computer. However, the sound quality on the iHome was terrible compared to my stereo. And I couldn't plug my stereo into the iHome clock.
So now I have finally settled on a system that works pretty well. I setup a calendar reminder every night to plug my stereo into an 2 GB iPod Nano (which I was formerly using with the iHome clock). As a backup, I also have a Sony clock radio which I use as a backup alarm. The Sony clock has nice big green digits which makes it a great clock for my room, too.