If you'd like to take some of your old System 9 alert sounds and use them in OS X, it's apparently fairly easy. I had this snipped from somewhere, and never got around to posting it. I have NOT tried this on my machine (haven't been in OS 9 lately!), so use at your own risk (but it doesn't look too dangerous).
Simply boot into OS 9.1, run the desired sound through a sound conversion program (perhaps
Sound Converter Pro) to make it an AIFF format, and then drop it the into /System/Library/Sounds folder. When you reboot into OS X, the sounds should be available.