My wife's in the same boat. She's an insomniac, never goes into REM sleep, and even when she finally does sleep she wakens at the slightest sound. That's not healthy.
She had a trial run of the original Ambien, and it worked like a charm for her. Problem is, our HMO (Dean Care) won't prescribe her Ambien until she goes through all the cheaper prescriptions first, even if our physician wrote the prescription. The pharmacy said we can pay for it ourselves, at roughly $130.00 for a 30-day batch.
Benadryl, Tylenol PM, Unisom, and the majority of over-the-counter sleep aids all rely on Diphenhydramine to do the trick. It works on the majority of people, but not my wife. The after-turkey snooze ingredient, tryptophan, has no effect on her, nor does melatonin.
So she's now forced to use the pharmacy's ladder of prescription sleep aids in varying degrees of effectiveness. To date, her prescription of 15mg Temazepam pills has done nothing to help her, either. So eventually, we'll get her Lunesta or Ambien, but only after the HMO forces her to try everything else first.
(I'm just about to the point of budgeting $130/month to get her the Ambien...)