I find the nature sounds CDs help too.

I bought a CD for sleeping that has delta waves in it, but I actually sleep worse with that. It's music and there are long gaps between songs. I start to relax and then the sound gets louder or quieter or just stops completely. Argh!

The nature ones are a constant loop, and if you set the player for repeat, it'll play all night. I found a clock at a thrift shop for $1 that has a bunch of sounds on it too. It gives my brain something to focus on besides thinking about not being able to fall asleep or what I want to take care of the next day.

Another thing I find totally odd is that I sleep better with really dim light in the room.