I built this siren about a week ago and hooked its output straight to the speaker as to not get too loud. With an amp, this thing gets downright loud...
http://www.youtube.com/watch?v=oVJk0CA1tkI
If I used a Piezo tweeter (like that found in PA cabinets) it has a different sound.
What I did is modified the "typical" wailing siren using 2x LM-555s... I added around 23,000 micro farads in capacitors to provide a wind-down.
There's also a 50K potentiometer on "U1" in place of "R2". A 232-ohm power resistor on the positive power lead offers a slow-ish wind-up by offsetting the inrush current the caps draw. I added 2x 2N3906 wired parallel in place of the 2N5400 on "Q2" using just 1 provides a higher tone. "C1" is a 100uF instead of 470uF.
I also substituted a TLC-555 CMOS timer instead of a LM-555 on "U2" on the provided schematic below.
http://www.uoguelph.ca/~antoon/circ/whooper1.html