I've got some knitted over-ear headphones that I bought from John Lewis last year. They are brilliant. I can lie comfortably in bed, listening to things on my mp3 player without the ear-phone thingies sticking into my skull.
When I'm lying awake and want to be asleep, I just reach for the mp3 player, put the headphones on, and choose whether I want to listen to music, a book, radio 3 or radio 4 (a bit crackly, but I've found the optimal position for the mp3 player and the lead to make it work. I'm usually asleep within 15 minutes, while the music/words flow on and on and on...
and then, I wake, because
the music has changed from something gentle to something wild or weird
the radio program has gone from a dry lecture on economics to an emotional and overwrought drama
or my ears have got too hot.
So I lie awake, trying to get to sleep...