That's an interesting thought, using the Cave Story soundtrack for that purpose. When I was in high school, I experimented around a bit with listening to soft music when falling asleep or as an alarm to wake up, and what I found is that that experience will taint my mental associations of that music, so since then I haven't bothered to try that with any other music, including the Cave Story soundtrack.
Every once in a while, though, I do like to listen to Mischievous Robot (Egg Corridor) because I really like the way it fit with the end credits, and reminisce about my experience of seeing the ending the first few times when I was 14, and how special that felt.