Growing up I had a clock that featured an orb of light (i.e. lamp) that as my alarm time approached it would get gradually brighter. The theory was that your brain would sense the change in light and the whole waking up process would be more natural and less painful. Philips HF3490 Wake-up Light alarm clock does the exact same thing, but features a detachable iPod dock and an optional FM radio with 4 nature sounds. Unlike my childhood version, though, this one can also gradually dim to help you drift off to sleep.
You can pre-order the Philips HF3490 Wake-up Light alarm clock from Amazon for $200.