EEG machines are useful, but expensive… Everyone knows this. But, probably, there are simpler devices, which could still help to find out, what sleep stage you are. Or, at least, if you are sleeping or not… I know there are devices for engine drivers, which wake them when they begin to fall asleep. But I cannot remember what parameter they use to define if the person sleeping or not… Electrical resistance of skin, or something like that… Does anyone know anything about this stuff?
Well you can use eye-movement to detect if you are in REM or not, and that’s what the nova dreamer uses. But I don’t really know if there’s any other way that you can use. I know that the body temperature goes down when you fall asleep, but it just keeps going down slowly through the night. So that’s not useful.
I have been thinking about building something that could detect eyemovements and record it on my computer, but I’m not to sure that I could sleep with anything on my head 
And I think that for drivers they use some sort of camera system that can detect when they start “nodding” with their head. Or maybe they can detect when the driver closes his eyes for too long. I’m not really sure, but I have heard about it years ago.
Sounds like you have the same problem I do. I cannot stand to even wear PJs to bed, let alone something on my face (Evil Alien face hugger things!).
If you keep a regular sleep schedule, and log the times when you awaken during the night, you should be able to use a timed device to shine a flashlight at you or something at regular intervals and have a VERY good chance of hitting REM period.
I’ve just got to figure out how to position the flashlights so that they do not disturb my wifes sleep. 
EDIT: Almost forgot. 30 years ago, I had a biofeedback device that measure skin resistance. I used it for alpha meditation. If I remember right, you had to sit perfectly still for it to work correctly. I don’t think it would work very well when in bed. 