The iTunes store has thousands of apps available for download. A lot of them are free. I love it when I find apps that are free and useful. Let me share an app that I find very helpful on those days when I am having a hard time falling asleep. The app is called Sleepmaker. There are actually different varieties of the app; there are versions for Rain sounds, Wave Sounds, and Wildlife sounds.
I live in the city - and I work nights - so there are times when the vehicles outside of our house can be really noisy. Or there are just days when I'm too wired that I need a little bit of help falling asleep. On those days, I plug in my headset onto my iPod - choose the sound that I find soothing - and even before the track ends - I'm asleep.