I’m sure there’s many for me, but the only one I can think of right now is Tarzan’s yell. The trademark record (yes, it’s trademarked) is very funny, pointing out exactly when the yell goes up and down and by how much.
I like the THX surround sound theme.
I also like the sound of rubber tires going over bumps or railroad tracks in the pavement.
Katyusha (aka Stalin’s Organ :eek: )… cool sound indeed, unless you are on the other end.
Was anyone as nerdy as me? I used to buy whole sound effects albums. Not for anything other than the pleasure of listening to sound effects. There used to be a whole series on the same record label. And then there were the Halloween sound effects records! 
I have always liked the sound of cowboys in the old westerns walking-it sounds like their walking on gravel.
Can’t forget the “Tom and Jerry” yell (not really a sound effect I suppose, lets call it an honourable mention)
The big “BAAAAAAAAAAAAAAAAAAAAAAH!” yell Tom gives out when someone whacks his tail, well described as a chainsaw slowed down in reverse 
The Three Stooges sound effects. Any of 'em.
You would have loved my college marching band, the trombones anyway. As a tradition before games they would play THX. Its good to have nerdy music major friends for stuff like that.
Another video game one: Kirby’s “Final Cutter” sound effect from Super Smash Bros. Melee. “Eat that, eh!” Who knew that Kirby was Canadian?
I love the fact that nearly every time a character in SpongeBob blinks its eyes, there’s a sound, which can only be described as “the SpongeBob eye-blink sound.”
Ladies and gentlemen, I present to you…the Holy Trinity of scream effects.
The Wilhelm Scream (link borrowed from sleeepy2), the “Dark Forces Fall” scream…and another scream (176k) who’s name is as yet unknown. (That was the best recording I could find)
Useless fact: This sound (which I like as well) was provided by the vocal chords of Bill Hanna himself.
Erm…I have a Hanna-Barbera sound effects CD. It’s cool! Mostly Flintstones stuff, including the bongo-drum car feet sound.
Does that make me nerdy? 
Katyusha are awesome, and in that same vein – but also slightly related to the “mortar” noise from earlier – I love the sound of a Tomahawk, SS-25 or any other “cold-launched” missile. There’s the loud POP of the pancake motor kicking the missile out of the tube, that glorious pregnant silence, and then the high-pitched hissing roar of the missile’s first/main stage igniting, which, for an ICBM, rapidly drops down into the living-room-shaking bass of a real rocket.
Count me in for the similar quiet piff of R2-D2 tossing Luke his lightsaber near the beginning of Return of the Jedi.
The sound of a bolt-action rifle being cycled, especially right after a shot: CRACK! sh’lick-chick.
TIE fighters and the Falcon’s engines are also both high on my list.
There’s a stock Hollywood sound effect used whenever someone is emerging from a pile of bricks, and the bricks are falling away and scraping against each other. It does, indeed, sound brick-like, but lighter, like the bricks are hollow. I’ve always found that sound pleasing to my ear, and I have no idea why.