I forgot about perhaps my favorite sound effect on the series, the "ricochet" sound effect, done whenever Lou does a delayed double take. Like in "Haunted House", Lou shouts: "Merry Christmas!" in the house so he can hear his echo, but his echo replies:"Happy New Year!" and Lou does a delayed reaction take accompanied by the "PTWANG!!" ricochet noise.
Another sound effect is when he tips his derby and you hear "TOOT!". Like the sound effects in the Warner Brother cartoons, some of the best ones don't have anything to do with the action being performed, but somehow makes the moment funnier.