I need the first and second alarm because if I don't set 2 alarms, I'll actually turn off whatever alarm there is and go right back to sleep. The second one tends to serve as a warning and I might hit snooze once, but that's all that is necessary, usually. I've set one alarm and slept right through it. I guess its a reminder to me to take life more seriously on the second one.
I use an alarm clock app on my phone (I Can't Wake Up!) which has an option to force me to complete small tasks (simple math problems in my case) to ensure I'm awake enough so that I don't turn off the alarm and go right back to sleep.