<< I've put my grados in my bedroom now
These phones DO NOT Compare to GRADOS but this is
what I am currently using... Koss KSC-35's & Sony MDR-EX71's
Unfortunately, they will be downgrades for you from your
GRADOS.
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Why I use them...
KSC-35's are great for bedtime -> great sounding, inexpensive, but on rollovers you may need to re-adjust their fit on your ears.
Sony MDR-EX71SL's (earcanal earphones) Many do not like their sound (and inefficient) , however, I listen to them with their short cord connected to my Sharp MD player and I am satisfied during bedtime listening, and no music leakage. My Sony MD has an alarm that I can set to wake me up (but I have not tried that yet.)
The music normally ends at the end of the CD or recording and I always notice when this happens I just take out earbuds and place them on my nightstand. I don't have to worry about damaging up my headphones in the dark.
The cord design on some of the MDR-EX## line has a short left side and a long right earcanal bud cord. I place the cord of the right earbud BEHIND my neck and I don't worry about choking myself with the cord or anything. The EX71's are so small that I can sleep however without my earphones slipping off, hurting my ears, or breaking with tossing and turning of my sleep.