I know of two free ones - you won't even have to download them! Well, sort of.
You can set iCal events in the Calendar App, and give them multiple alarms and messages. They'll buzz or w/e when their time is due. You can sync these with MobileMe, or iCal on Mac (not sure about Windows) and they'll buzz your Mac as well. View it in list format, and it's basically a to-do list.
Or just use Clock's Alarm...
No third party app can use alarms, since they can't run in the background.
They are the only ones who have access to the alarm system or Calendar database. But enough customer interest, and they might give more consideration to the possibility of opening up these currently closed APIs to developers.
afaik
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An App Store app won't have an alarm. The alarm would only work if the app is running. Apps can't run in the background.