Most of my adventures in Azeroth were completed without the benefit of sound or music. I didn't have anything against the sounds -- I just usually forgot to put my headset on, or was too busy listening to the raid leader/television/football game to enable the sound options. Finally, about halfway through BWL, I realized that the sounds could be pretty dang helpful. The clicking sound of a backstab that didn't go off is a lot easier to notice than the little red text, and it's much quicker to tell when you've aggroed a mob when you hear it roaring, squealing or screaming at you.
The WoW General Forums have a thread going of the most annoying sounds in WoW. Early contenders include a warlock's imp, jewelcrafting sounds, and murlocs. A quick poll of my Shattered Halls group revealed two clothwearers who hated the sound of a rogue's Cheap Shot and stealth, probably because of the impending doom they spell. (The two other votes for most annoying were the sound male humans make when they die and one of our officers talking on Vent.)
Since I'm a rogue myself, I've long gotten used to those noises. My least favorite sound is ... pretty much anything in Silithus, actually. I hate the buzzing noises of the silithids and the way the flying ones move. They move just like real wasps, and since I'm allergic to wasps, the sound and the movement combined make me panic a little bit inside.
What's your least favorite sound in WoW? Or, on the contrary, are there any awesome sounds or music that you can't get enough of?
Edited for a helpful tip: You can turn off the "not enough mana" and "not enough energy" vocals in the sound options while leaving all the other sound options on.