West coast here. I trade most of the really liquid futures markets. This requires a 5:20 am start for me (metals, bonds, forex futures start up with volume then).
So...
5 am alarm goes off, but usually already up. Naturally amped the second my eyes open, but down half a pot of coffee anyway as I'm a junky (most of it while already working). If I wait until 5am to wake, I pull on a pair of board shorts and head straight to the trading room. Take a quick peek at headlines only on Marketwatch and Bloomberg. Usually don't fire off a trade for first 15 to 30 mins, so I am just getting the feel for things at first. I trade until spoo volume dries up around 9 or 10am my time. Go play. I trade the close on occasion.
Note, although this seems half assed, I do all my tech stuff the night before, and have been trading the same contracts, more or less, for quite some time. Getting into the official clothing routine, etc, just isn't me, but I can see how it would be beneficial for others.
Jay