My players hate it when I use shriekers, because usually the first sign there is a shrieker in the area is me activating a rape alarm under the table.
It's this very high pitched, piercing, oscillating whistle. It uses a compressed air chamber to create a high-pitched whistle at about 130 decibels. It will totally blown an eardrum out if you set it off next to someone's head.
You can hear what one sounds like in this clip, in which a dude uses one to wake up a friend (which is super mean). In real life, these whistles are far louder than this clip might lead you to believe.
[ame=http://uk.youtube.com/watch?v=GSgCvoP5x7o]YouTube - Rape alarm wakeup[/ame]