Apple provide an interesting collection of alert sounds, but
what's most noticably missing in it, at least to those of us
who've been using computers longer than a little while, is an
actual beep. So, here is one you can download and use on your
own machine (Option-Click, Control-Click, or whatever works
for you, on this link) -

Let It Beep

Once you've got it, drag and drop it into your /System/Library/Sounds
folder. You'll see a message saying the folder can't be modified -
click Authenticate and then enter your admin password when prompted
by the Finder. After this is done, open System Preferences, select
Sound, then on its Sound Effects pane chose Beep as the alert sound.

This beep emulates that of the DEC LK-400 series keyboards
(yes, that's where the beep lived in the good old days, heh).
It is 2070Hz, which is right in the middle of the range where
human hearing is most sensitive. That means it does not need
to be loud to be heard, as it will cut through quite a bit of
ambient noise, including other things going on in your computer.
It has a rather fast ramp up in amplitude, which prevents an
annoying click as it starts playing. Other technical details -
it's a 48kHz, 16-bit, two channel (but not really stereo as
the two are identical) sound, with a duration of 150ms.

Billy Y..