If you live in a loud and brightly lit environment, I highly, highly recommend blackout curtains. They've been a revelation in terms of improving length and quality of sleep.
If blackout curtains don't work for the window, or if you're too poor (or too cheap) to buy blackout curtains, you can tape aluminum foil up over the glass and it blocks all the light. I used to do that all the time when working crazy hours in the military.
Getting an eye mask works better for me; if you have blackout curtains and forget to open them you end up living in a cave. They do keep the room a bit colder though.