I've been using an old mobile as an alarm clock for years. It's UI is much easier than a clock-radio (I was never able to figure those out), you can change the song and volume and it has a builtin battery. It's most well-designed not-alarm-clock alarm I've ever had.
"The Safety Dance" == lmao
About the only thing I've seen that could do that is a Chumby. I've never used one myself, but I believe it's effectively "fully" programmable: http://www.chumby.com/
The Chumby has no battery backup, which for an alarm clock is just inexcusable.
EDIT: Looks like the new one does. Now I want one :)
Now what I'd really like is a programmable alarm clock, allowing me to encode an optimal awakening algorithm. "at volume x, play song y. If snooze button is not pressed yet, double volume and play The Safety Dance."