Last week, I downloaded and played with the OS X Lost widget. It was actually kind of dumb. The really nice thing about it was that I could extract the sounds and so I proceeded to modify my system sounds.
The system beep is the polite 4-minute(?) warning :ping: you hear when it's time to enter the numbers. My incoming mail beep (mail specifically addressed to me and not filtered into a mailing list folder or as spam) is the more harsh “holy crap, you really have to enter those numbers NOW” klaxon.
I have to say that even though I am aware of the sounds and have been running with them for a week, they still catch me by surprise.