Do we have a sub- or super-unconscious? Being conscious (awake) and unconscious (asleep) are two mutually exclusive states.

The boundary between them ("falling asleep") is very pleasant. Why?

Conscious => Unconscious

Some people say sleeping is their favorite thing (or one of); but it's not really sleeping that they love, because they are unconscious and thus unaware of the state they're in; it has to be the boundary between the two that they love so much.

Going the other direction (waking up) is not usually so pleasant. Why not?

Conscious and subconscience are two coexisting areas:

Conscious
------------
Subconscious


e.g., our conscious may realize that the light turned red before we got to the intersection, while our subconscious is noting that the tree on the corner was trimmed yesterday. It may be that we have a "superconscious," too - known as "intuition" or such.

But what about in our unconscious state - is there a sub and/or super unconscious, like so:

Superunconscious
----------------
Unconscious
----------------
Subunconscious


?

If so, which or both? Is that where our dreams live? And why is it that in that part of our unconscious (the dream state) we sometimes seem to have no conscience?

Do we have a subunconscious and/or a superunconscious?

When we cross over from consciousness to unconsciousness, do we ever go straight into the dream state, or is a dreamless unconsciousness always achieved first (we have to get to the dream state from the unconscious state)?

BTW, I realize that dreaming is referred to as a state, but it is not mutually exclusive to unconsciousness (you are dreaming while you are unconscious/sleeping, not dreaming instead of sleeping).
Sleep and dreaming is somewhat of a specialty of mind, so I can comment on the wake-sleep-wake transition.

People typically love the feeling of relaxation and warmth associated with sleep.  Waking up naturally can feel just as good - imagine lounging in bed on a Sunday morning without having to get out of bed. Waking due to alarm is an abrupt event which is indeed unpleasant.

In terms of conscious - unconscious transition at wake/sleep. There are a number of techniques, sharing the acronym WILD - Wake Induced Lucid Dreaming, where a person, through practice, enters dreaming state directly from waking state, while remaining conscious. There are different variant of this technique, some accompanied by vivid hallucinations and sleep paralysis, while other are more subtle.

I believe the existence of wake induced lucid dreaming demonstrates that the wake-sleep transition is not a binary event, but instead is a sequence of predictable events. Typically the ability to record short term memories is gone first, followed by intensification of mental imagery, followed by seamless transition into a dream featuring that imagery. You can think of dreaming as "dimming" of consciousness, rather than turning it off.

There are a number of drugs/supplements that are known to boost vividness of dreaming or increase subjective experience of consciousness (such as use of logic, decision making and control). After a certain threshold the person becomes self aware of the fact that he is dreaming. 

In this way, consciousness can be described as a hologram. Adding pixels to hologram makes it more vivid, removing pixels makes it more fuzzy. At a certain number of pixels, the ability to recognize the image is gone. Add these pixels back and the image returns.