Here’s a cute set of LED Cube Alarm Clock, currently only available in Japan.
I bet you could make something similar or even better with some parts.
Seiji’s LED block alarm clock are interconnected using ribbon cables with enough slack in them to let you stack them pretty much any way you like.
Other interesting stuff at Zedomax.com: alarm-clock, cool alarm clock, fun alarm clock, japan, led cube alarm clock, ribbon cables