Plans / tutorial for sound effect generator using only analog components?
Back when I were a lad, the SN76477 sound effects generator ruled supreme. If you fancy a bit of nostalgia they can be had for just over $9. Admittedly, you need a few other components but they can make a ton and a half of sounds.

http://www.bgmicro.com/ICS76477.aspx

Edit: Just as an afterthought, one of the more irritating circuits that the lads in the electronics club at school used to make up was a 555 oscillator where the timing resistor from Pin 7 to Vcc was replaced by 10 variable resistors with diodes (or LEDs) in series, hooked to the outputs of a 4017 decade counter, which was clocked by another 555 timer. By adjusting the variable resistors and the frequency of the 555 clocking the 4017 you could generate a string of 10 notes in a loop. When this ran at a fast clock speed you got some weird noises.