I use the Clock application to wake up daily and looking through it I noticed that Apple has now included the option to set a song to play instead of the usual alarm sound. Basically, if you set the terminal to wake you up at a certain time, it will play your favorite song instead of an alarm already available in iOS. If you don't have songs bought or copied to your iDevice, then you have the option to buy whatever you want through the iTunes Music Store.
Tweaks from Cydia bring the same functionality to iOS 5, but starting with iOS 6 you will be able to use this function without jailbreaking.
