The late hours DO bother you BECAUSE you can’t get up for your classes. What you really need to do is create a schedule, deadlines that work for your life. This is a skill that is necessary not only in college, but in your work years as well.
That said, there are many different types of alarm clocks – ones that shake the bed, super loud ones, ones that light up the room etc. – here are a few ideas
http://www.health.com/health/gallery/0,20506099,00.html#alarm-clocks-that-work-0