In my bed. I like my PC turned on to hear the fan, but I can't sleep with music on. Unless in a car.
But I hate my internal clock. For the last 2 days, I had to set my clock at 5:40 AM because I have to get up early to school. It's Saturday, so I set my clock to 8:15 AM (yeah, I hate sleeping too much - makes me feel tired). And guess what? I woke up at 5:40.
It has also happened regulary during the summer - I woke up at 8:30, I was still sleepy (I used to stay up till 2am) and I wake up EXACTLY ONE HOUR LATER. Useful during the week, annoying on weekends.
But hey, I always feel tired, so no difference to me.