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Well from what I know, and have, my iphone is my music player, I keep it plugged into the recharger if I go to sleep, it's right next to my bed most of the time. And usually, what you can do is upload as many songs as you want, then put them into a specific playlist, then at night, put that playlist on shuffle, and drift off to sleep. What'll happen is, once the playlist has stopped playing, it'll stop, it won't repeat itself or anything, nor play any other songs you have on your ipod or iphone. But this is an iphone, so ipod touches and ipod nanos (the new ones) will do the same mostlikely. And basically have your ipod set to lock itself in 1 minute, then you wont have to worry about having to shut it off because it'll just be on standby (or basically just turned off with the lock screen when you turn it on)
How about a good old cassette player.