I used to use this soundset on my old Mac(s). Fun!
http://www.unsanity.net/sounds/carl_stalling.xoundset.zip
I'm a fan too of Unsanity.com's $12 Xounds preference pane (http://www.unsanity.com/haxies/xounds) for adding sounds to the OS X UI.
Back in the days when Apple included these type of sounds in OS 9 (platinum soundset), I thought that the sounds added to the user interface experience. To me, they made my mac seem zippier, as the sounds played immediately, giving me immediate feedback that my mouse-click or keypress had been registered, even if the graphic elements took a bit longer to catch up.
However I have had to continue to wait patiently for Unsanity to update Xounds for OS X 10.6 (Snow Leopard), as AFAIK it doesn't work in OS X 10.6.