Okay first thing...
I know this is crazy.
I have problems getting up early in the morning because, to be honest, I usually sleep by 4-5 AM. And when you have school at 7, damn that's a problem.
Setting millions of alarms didn't help. Sound just isn't enough.
So I am thinking that if I can use my Arduino Pro Mini (3.3v) with the timeAlarm library to give myself an electric shock at a predefined time, that might just be the kick I need!
So the circuit goes like this = Arduino => Relay (standard)* => Anti-static band on my wrist.
All I wanna know is what AC voltage do I shock myself with so that I don't turn into fried chicken (or human to be precise). Maybe if I could salvage a transformer from some 5-12V adaptors?
I wanna wake up. Not go to permanent sleep.
Thanks.
*- The relay is, obviously, subject to change...
You'll have to find out yourself whether an electric shock will really wake you up at all, or only causes nightmares or even worse effects. Did you try mosquito whirs already?
Avoid DC, and continuous application of pulses or AC.
In any case you should connect both electrodes to the bracelet, to prevent current from flowing e.g. across your heart or other vital organs. OTOH such a placement may reduce the effects to nothing noticeable, unless it roasts your skin.
I guess that the effect of electricity can be separated in into several categories:
Wet skin will conduct well, the current flows over the skin and you may notice anything, until the skin starts smoking.
Deeper down are nerves, which can either send signals to the brain (pain...), or control muscles. Pain may be what you want to achieve, but spasms can damage you and your environment.
Depending on the conductivity of your skin, 24V AC can be recognized. Voltages up to 40V are usually considered harmless, but no guarantee. Even the faintest currents can interfere with other biological activities (heart beat...), that's why both electrodes should be placed close to each other, with no vital organs nearby. Electric fences with short pulses of several 1000V can be harmless to cows, because their hooves have a high resistance to ground (the other pole of the pulse). But teasers will shock and neutralize you for some time with similar voltages, of higher impulse rates.
I've heard about electronic dog retention systems, but I'm not sure whether such a necklace is applicable to sleeping humans as well.
I'd encourage you to consult a doctor (neurologist), and ask him for a medicine to revert an abnormal sleep rhythm. I suffer from such a problem myself, and found my natural wake-up time around 16:00! I don't remember the medicament name, and used it only for a few weeks, but it made me sleep at night and wake up in the morning, as expected by the people which govern our life. Nowadays I don't care any more, being a retired single without appointments 
DrDiettrich:
I'd encourage you to consult a doctor (neurologist), and ask him for a medicine to revert an abnormal sleep rhythm. I suffer from such a problem myself, and found my natural wake-up time around 16:00! I don't remember the medicament name, and used it only for a few weeks, but it made me sleep at night and wake up in the morning, as expected by the people which govern our life. Nowadays I don't care any more, being a retired single without appointments
To be honest that's what my family wants! XD
But I wanted to make myself a cool gadget.
Anyways, thanks for the fantastically detailed answer.
I'll probably try putting in a few piezo buzzers and ringing them 
Have a look at the method shown in this video - from 1 min in.