We do the same as Kate, although ours is plugged in to a really dim light that changes colour. He knows that if its not on, its not time to get up. It only took a week or so of going in and saying that in the morning til he got the hang of it (Johno is only 2, so a bit younger than the other examples here). Even now, he doesn't leap out of bed when it comes on, I hear him saying 'Red, green, blue.....' as the colours change.
I chose the light because if by some miracle he was stil asleep, I didn't want to wake him and I used it to move the sleeping time very gradually a bit later. So it was set for 5.30 to start with so it would come on very shortly after he woke, then I changed it to 5.40 etc etc now we are on 6.15 which is fine with me. I found that if he saw it wasn't on, he often dozed off again.