for a few years I've been into self-hypnosis, which sounds kind of nutty but I'm sure it has some effect (in a purely scientific way) and even if it doesn't it sure is fun. Just the other night before bed I was remarking to myself that most people probably drift off sleep while letting their thoughts meander in whatever aimless direction they like, which seems kind of inconceivable to me now (and a wasted opportunity) having done this hypnosis/visualisation for so long. There's a much watched-video on youtube extolling the virtues of "programming yourself" though even that seems intended to work on a semi-subliminal level too (high quality quicktime version here.)
I invariably listen to MP3s from brainsync.com while drifting off. You can have a loony lady from LA placing positive thoughts in your subconscious while binaural beats massage your brain into submission. There's a free demo mp3 to be had here (you need headphones incidentally). There are several different frequencies of binaural beats which have different effects supposedly. It's not obvious from hearing them but they do make you feel slightly disorientated and trancelike pretty quickly - well they do me anyway. I love weird shit!