Like falling asleep to the soothing sound of whale song? Like waking up to the violent posturing of G-Unit? Yes, us too. That's why we use the Sound Asleep Pillow. It's a pillow with a speaker inside it.
Just set the sleep timer function on your MP3 player, attach it to the 3.5mm headphone jack, then lay back as you enter REM--while listening to REM. It works in reverse, too. Set the wake-up function on your iPod and it'll play music first thing in the morning.