Sleep is the one lever that affects everything else — mood, weight, athletic performance, cognitive function, immune health, stress tolerance. Most people treat it as optional. Here's everything that has actually made a difference, in order of impact.
Light is the single biggest suppressor of melatonin production. If your room isn't completely dark, your sleep quality is compromised. Not "a little dark" — completely dark. The difference between sleeping in a dim room versus a truly dark room is significant and measurable. NICETOWN's blackout curtains are inexpensive, actually block light, and don't look cheap. This should be the first thing you buy.

200–400mg before bed. It's in the supplement list for good reason. Most people notice a difference within 2 weeks.
If you wake up disoriented, anxious, or groggy — this alarm clock is the fix. It simulates a sunrise gradually over 20–30 minutes before your alarm, which wakes you at a lighter sleep stage rather than jarring you out of deep sleep. The combination of light + gentle sound instead of an alarm tone changes your entire morning. Expensive but effective. The one device on this list that my family has legitimately gotten into arguments about who gets to use it.

The Lectrofan is the one people consistently prefer over competitors because it uses actual sound variation (not a looping recording), is compact, and has a wide range of sounds including fan, white noise, pink noise, and brown noise. Brown noise for sleep; pink noise if you find pure white too harsh. Significant improvement in how deep you sleep and how little you wake up from ambient noise.

The 3D contoured masks are the ones worth buying — they don't press against your eyelids, which is the annoying thing about flat masks. Manta Sleep is the best designed one: fully adjustable eye cups, completely blocks light, doesn't shift during the night. Particularly useful for anyone who travels or naps in places they can't fully control light.

Weighted blankets — genuinely helpful for some people, especially those with anxiety. Not included because the effect is individual and they're expensive. Try someone else's before you buy. Melatonin — useful occasionally for jet lag or shifting your sleep schedule, but not recommended nightly as it reduces natural production over time. Start with 0.3–0.5mg (low dose), not the 5–10mg tablets most brands sell.
Same bedtime and wake time every day (including weekends). No screens 30–60 minutes before bed — or at minimum, use night mode and dim the phone as low as possible. Temperature between 65–68°F. These three things matter more than everything else on this list combined. The products optimize; the behaviors make sleep possible in the first place.