It would be nice to have the ability to create alarms that start gradual, then slowly increase in intensity. This would allow the person to wake gradually, as well as be sure that the stimuli would be enough to wake them.

Example:

:00 - alarm begins at selected time
Vibration: 10% / Zap: 10%
:01 - after one second, it increases intensity
Vibration: 20% / Zap: 20%
:02 - continues to increase
Vibration: 30% / Zap: 30%
As time passes, the Vibration and Zap settings continue to increase up to 100%, or until user dismisses the alarm

Benefits:

Allows the user to set an alarm that will fit their needs, without them spending several days of trial and error to find the best setting for them (sleep through too low or jolted awake from too high)
Starting with a subtle alarm will begin the wake process (go from a deep sleep state to a light sleep state) which can result in a better transition to wakefulness
Continuing to increase the alarm intensity will wake you, even if you're sleeping heavier than normal and do not wake at your normal setting (ex: normally wake at 30%, but after going to sleep late, will need at least 50%)
Reduces alarm anxiety from users anticipating the sudden shock from the alarm

Implementation Suggestions:

Allow user to configure this setting independently for the Vibration and Zap features (ex: keep the Zap at 30%, but increase Vibration from 10% to 100%)
Allow user to set the Minimum and Maximum thresholds (ex: start the alarm at 20%, then increase, but only up to 70%)
Allow user set the ascent rate (ex: increase 10% every second, or every 5 seconds)