I have to sleep with an electronic fan on in the room. There's something about... the combination of the fan humming, and the breeze, that I can't sleep without.
Also, all of these things are pretty bad, but the worst, IMO is when you are having a nightmare so bad (running from the cops, house burnt down, loved one dies, ect...) that your subconscious tricks you into believing that it's real. You wake up feeling so stressed, but when you finally wake up, there is this huge fuckin relief... OMFG it's not real Grandma didn't actually steal my comic book collection and then get run over by a tractor that I left outside without the parking brake on! It's like when you wake up, you have to tell somebody how amazing it is that it didn't actually all just happen.