Check out Alarm Master 2.01, supported by Windows Mobile Smartphone Edition Standard:

Icon Selection. Assign different icons to different alarms.

Sorting & Filtering. See your list of alarms in different ways, such as in alphabetical or chronological order.

Flexible time settings. You can set alarms to go off on the "First Monday" for instance.

Unlimited number of alarms. And you can even set alarms to go off at the same time, if that floats your boat.

Flexible Alarm Sound configuration. Set the alarm to ring even if your Windows Mobile gadget is on silent.

Plays many file types, including MP3, WAV, MID.

Check out the product page for more features. Alarm Master 2.01 goes for £4, but you can try it out for free. Thanks to CoolSmartPhone for the heads-up.