Funnily enough an hour ago I kicked off a Visual Studio build and half way through the compilation my computer went 'Bong'. Apparently I was being notified of something.
But no dialog appeared, nothing flashed on the taskbar and the build completed without errors.
On the customisation front I did once apply a patch to Doom that replaced the stock sounds. My favourite was 'coo-eee' which the fire spitting demons used :)