A good start for better alarms is
http://www.pocketconcepts.com/AlarmSounds.html
There you will find the standard pocketPC 2000 and 2002 alarms repeating for 5 or 10 seconds, these are just wav files.
A better solution, and the one I use is SuperAlert from
http://www.pocketfillers.com/
This allows you to customize your alarms even more than Palm OS does.
It costs $10 though, but IMHO it's well worth it.