These small marine warning horns work too.
http://www.falconsignalhorns.com/pro...x?productid=91 You can find them in the sporting goods or boating sections big box stores, too. The models that are activated by a button on top of the horn are a lot easier to use than ones where you have to tilt the whole horn.
They attach nicely to the bars with a halt holder from Bike Nashbar
http://www.nashbar.com/results.cfm