Bells don't seem to phase pedestrians around here at all...but they do work well with cyclists. I prefer to say on your left to cyclists because I think it's morem direct, but either method seems to get results.
I've found that almost nothing works on pedestrians here. I have a booming voice, and I really have to let it bellow to make an impression. I've found that the Philadelphia species of pedestrian is only out dumbed by the NY'r.
I've never tried an airzound because it seems like a recipe for getting me shot by someone with road rage, but after hearing all the great things about it here...I might try it.