I can purr (one way, obviously). Last g/f (cat owner) found it quite accurate and rather amusing.
I’d like to be able to make the really low throaty rumbles of big cats a la Christopher Lambert giving Andie MacDowell chills in “Greystoke”. For the same reason, frankly 
The ability to emit a sound most people over 30 cannot hear, but anyone younger, and preferably using a cell phone at the time, causes them to hang the cell phone thinking it’s a serious electrical feedback problem. Oh, yeah. And it would work through at least two panes of glass, and for some distance (say perhaps, from my vehicle to theirs).
crack of thunder (at full volume)
If it is only animals, the rattle of a rattlesnake.
One more for the purr. (I can already meow, yowl, bark, whine, growl and pant.)
Howl, duh.
I know a girl who can sound like a Wookiee. It’s amazing, I’m jealous.
Full 100 decibel lion roar seems the way to go, usefulness wise. I mean, you know, daily use, ending unwanted conversations, getting to the head of the line, speaking with telemarketers, annoying folks at the door.
Gunshots would probably be over the top, risk wise. Someone might actually be packin’.
Tris
I’d love to be able to immitate R2D2’s little beeps and whistles. Especially that sad little sigh he gives, and how he sort of “hums” to himself when he’s just trundling along. (I also have a theory that if Artoo’s language were to be translated into English, we’d find that he has a vocabulary that would make a sailor blush).
A guy I work with has this awesome pterodactyl cry. It sounds so eerie.
Whale song - lovely to listen to, but hard to dance to!
Oh, it’s spelt kookaburra. Those nasty birds that wake me up when I sleep in on the weekends and terrorise my birds. 
A bugling elk.
There is a noise that crows/ravens make, it sounds a bit like gurgling water. I’d like to be able to do that.
I misread this, and briefly thought to myself, “I’m not entirely sure I want to know what kind of sound a bulging elk makes.” Then, unwillingly, I continued along that train of thought and came to the conclusion that it would make a cartoon over-inflating balloon noise.
And that’s on a slow night! 
Dr. Zoidberg !!! wibidibibibibibibibibibibi!!!
I already know how to roar like a deer in heat. Also I’m quite good at imitating grey seals. But to answer the question, I guess it would be an elephant trumpeting. Yeah, that would be nice. Then I can clear some space anywhere when needed.
I’d like to be able to hum the brown note (if such a thing actually existed)
Either a perfect Godzilla roar, or an old-fashioned Naval steam collision alarm. (Remember the ships at the end of The Guns of Navarone?)
I have always wanted to imitate the sound of a wad of chewing tobacco hitting a metal bucket. :eek:
I don’t smoke, but have always enjoyed US films where an ancient countryman considers something thoughtfully, then chews his baccy, spits and hits the bucket plumb.
I can make chewing and spitting noises, but the bucket sound defeats me.
Machine gun fire.
Or, perhaps more subtly, a gun being cocked.
Another one that might be cheating (as it’s a voice) is the booming, baritone, throaty, echo-ey, voice of evil alien overlords in 70s and 80s cartoons…
SO! PUNY HU-MANS! YOU THINK YOU CAN E-SCAPE?