Rather than taking up space with an alarm clock, I always just use the alarm on my cell phone. Sometimes I set a redundant alarm on my PDA as well.

I concur with the previously suggested recommendations to request the second floor if possible. You're up off the ground, but close enough to evacuate easily if needed. Keep a good flashlight nearby (I always have my E2E on me anyway), lock the doors and enjoy.

I'm a safety geek. I'll look at a floor plan of a hotel and choose (if possible) a room near an emergency exit, preferably near a fire extinguisher as well.

If I'm traveling by car (and therefore have much more latitude in what I bring) I'll even toss a fire extinguisher and a smoke alarm into a duffle to bring into the room. I haven't invested in a evacuation hood yet though.