Not setting an alarm made me more conscious of my decisions around sleep. If I had to get up at 5:15 for rowing practice, and I had an alarm set, I stayed up as long as I wanted and told myself the alarm would wake me up. When I got rid of the alarm clock, I could no longer fool myself, so I started keeping a more reasonable schedule.
The other thing that helped at first was repeating in my mind, in a relaxed way, what time I wanted to wake up. I found I'd wake up within a few minutes of the time I wanted to wake up, consistently. Our brains keep track of time, and to some degree it seems we can tap into that.