I have an "incredibell" (what spike has in his photo, above) and it works very well. I've never liked saying "on your left". It simply confuses many. They turn slightly, then their eyes widen and they do a little dance. The bell works much better. I give plenty of advance warning.
Alternative: I have also found that whistling the theme from old TV shows also works, provided the parties in front of you aren't using music player earphones. I can do "The Addams Family", and of course, "Andy Griffith".