Following on from Arabella's is it compulsory to share your bed with your cat thread.....
When my old boy was a kitten he used to sit on my pillow and purr gently until I woke up. For the next 17 years that was his preferred method but as it didn't always work (when I was very tired or pretending to be asleep) he learned to pat my cheek gently with his paws, pads only first. If that didn't work he'd start using a bit of claw pressure. At that stage I would either get up or retreat under the duvet. Then he would either give up and go back to sleep for a bit or start shoving stuff off the bedside table.
Late in life his purr faded away and I could only detect it by putting my hand on his throat. Obviously it was useless now from a "waking up the staff" point of view so he went for a very direct approach, dropped all the namby pamby cheek-patting niceties and stuck his claws up my nose 
Once or twice he actually yanked my eyes open so I started wearing an eye mask to sleep. Fortunately that didn't happen very often; as he grew old he slept longer and it was more usual for me to be the first to wake.
My old lady cat never woke me directly but occasionally from the corner of my eye I used to spy her walking on the old boy to wake him up - presumably so he could do the dirty work for her!
So, how do your cats wake you?