I haven’t seen much of anything that “works with iPhone” in the way of devices that use the dock connector to transmit music. (iTrip, iHome, etc.) Apparently Griffin’s working on a new version of the iTrip for the iPhone, but given the basic problem of RF interference my guess is that it’s only really going to be solved by new hardware (iPhone second generation) or by taking the audio from the (seemingly better shielded) headphone jack.
Let me know if you do find any accessories that work with the iPhone, though.
As far as waking up to music, the simplest solution is to use a laptop, if you have one, and some open-source software.