The whistle is what I use. I attach it with a strap around my neck. If I arrive at an intersection, I place the whistle in my mounth and its ready for action. That way I can still keep both hands on the bars and still blow the whistle while its still held in place by my teeth.
There are different kinds of whistles. The coach's whistle is exactly that. But I prefer the English Bobby's whistle.
By the way, the Bobby's whistle works well on Multi Use Paths too. To me, this is the simplest thing to carry around and priced just right.