i use WinAlarm, it's a plugin for WinAMP. you can set multiple alarms, set them to go off daily, every friday, every friday and tuesday, whatever you want. it starts winamp and plays the file or list you select (still trying to find an mp3 of an ALARM clock

), and you can even set it to progressively push the volume up slowly. so i set everything on max except my winamp which is set on 0%, then if i'm not awake by the time it gets fairly loud, i'm definitely awake before it reaches max volume. my Klipsch promedia sub is beneath my bed and i start vibrating by 5%, so it's an added bonus
i figure if i don't wake up and my klipsches are playing maximum volume i'd have already gone deaf and have bigger problems to worry about, or anyone within earshot will have come by and kicked my ass, thoroughly waking me up.