Some people have all the luck -- I've never seen
(or heard) a
noise-emitting diode. Lots of smoke-emitting diodes and
light-emitting resistors in the past, however. And of course the
occasional glop-emitting capacitor.
Take a 3.5 volt top hat LED. Spread the leads to the proper
width and apply (I would recommend using a pair of pliers)
to a fresh 9 volt transistor radio battery. I got shards of
red plastic embedded in my fingers that way once.