Well, phillips makes one that needs a ton of support components(though none are technically chips). I think the best route for single chip fm is the Silicon Laboratories chip...Si4700 or Si4701. It's the only TRUE single chip, no components design out there. All you need is power and a 32khz crystal. Only problem is that it's a 4x4mm qfn package. Youd have to be nearly comatose to solder it by hand <img src="wink.gif" width=15 height=15 align=middle>
I think a much much easier route would be to get one of those tiny little FM radios from the dollar store, or wherever thier sold, and hack it up so it's under the control of the picaxe. Or, skip picaxe control and jsut have the alarm function turn it on and off, and other than that leave it to human control.
--Andy P