I had the same problem when I first got my Pearl, but mine was OS related. My time zone would change arbitrarily to Eniwetok time zone - I don't know where that is or how to pronounce it, but I do know it will sure screw up an alarm clock setting!
After talking to AT&T tech support they said it was a known glitch and was fixed in the most recent OS. After installing I have not had the problem since. I dont know if this applies though because your new phone should
ship with the most recent OS.