From the "Everything must have Integrated Speakers" department comes Mi Pillows. If you haven't guessed by now, they're pillows that have speakers inside. They cost $60, and are available through Hammacher Schlemmer (pronounced Helter Skelter). You can hook them up to an iPod or any other audio device and, uh, listen to music while you're trying to fall asleep. The sewn on control patches don't work though, so that's a sham. On a side note, be careful what you choose to listen to while sleeping. Because last night I fell asleep to Black Sabbath and when I woke up this morning I owed my soul to the devil and had bitten the head off my daughter's parakeet.
Product Site [thanks to beautiful Patricia for the tip]