I use a cheap clock radio, tuned to Capital FM (just) on a medium volume. I am alway out of bed 30secs after it is off, and in the shower a min after.
If im in a real deep sleep/dream, sometimes my alarm radio mixes into my dream, and eventually I realise and wake up, normally 10mins late. Sometimes I turn it off in a semi-sleep, but both are very rare.
When i'm at my dads I use my phone with an MP3. Something that starts quietly, and gets louder.
The wrong alarm sound just pisses me off, and is a bad start to the day for me.
I suggest a pillow shaker. Don't risk damaging your hearing.
Matt