Sangean Pillow Speaker

I wish they had these when I was in high school. I couldn't count how many times I would fall asleep with a pair of headphones on and wake up with a broken pair. Just trying to sleep with them on is uncomfortable enough.

From the product page. Put a speaker under your pillow.  This incredible pillow-speaker gives you a private concert with the clear, crisp sound and deep bass enhancement of your favorite music without disrupting the quiet of others. Comes with a 3.5 mm headphone socket that can be used on any TV, radio, CD player, cassette that compatible with 3.5 mm jack. Includes a three-position switch to adjust sound quality. Measures 3" x 3". They are a steal, you can pick one up from MGS for $16.95.

Source: ChipChick