L.B.
My sister always used a nightlight on a timer and told the kids they. Ouldnt leave their rooms until the light turned off (you can get outlet timers at Target or Walmart).
We actually bought my son a regular alarm clock- its Lego Darth Vader. We started using it about 6 months ago, right before turning 3. He knows to push the head to turn the alarm off (it really just snoozes, then we turn it off when we go in his room). It helps, especially on the mornings we have to wake him up to get going somewhere, as he takes quite a bit to really wake up (about 30 minutes)