I always check the in-room alarm clock for the same reason as others - to ensure it's not set for some ungodly hour.

I typically request a wake-up call, but always set my mobile phone as well. It is very loud and obnoxious The reason I don't use my BB is that it always seems to use my home time as opposed to the time zone I'm currently in. It's no fun setting the alarm for 6:30am and having it go off at 4:30am (Central to Pacific).