Alarm Clock Pro
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Full user review
"Excelent multi-purpose alarm clock"
Doesn't require the app to be running or started at login to play alarms. Good iTunes integration including fade-in
No backup alarm option should iTunes fail, such as if iTunes has a dialog box open.
I wanted an alarm clock that a) didn't have to be kept open to sound the alarm, b) used iTunes playlists (rather than just single tracks or whatever) as alarms, and c) could fade-in the music gradually to avoid wakeup shock. This software fulfilled that purpose admirably, and while not the cheapest software out there, it's not all that expensive either considering all it can do.