This alarm program wakes you up with an MP3 file, but it lacked the ability to play our file of choice.
Sheep Clock offers a crudely animated, Flash-based interface. As a convenient executable, the program requires no installation. Setting the alarm was very easy, although you can only set one alarm at a time. Rather than letting you browse for music files, you have to copy the MP3 files to Sheep Clock's directory. Unfortunately, the program didn't play our pasted file during testing, opting to only play its default alarm sound.
While the program does fine, there are other alarm programs available that will freely play your MP3s.