Another whistle to consider is the one made by ACR. It was designed to meet USCG and SOLAS requirements. It's only about $3, but, don't be fooled by the price. I have had it on my EDC keyring for a few years now and although it's not as loud as a Storm, it's pretty good, and it's thin enough that you'll have it with you all the time. I bought them at West Marine, but, I see that Campmor has them for even less:

http://www.campmor.com/webapp/wcs/stores/servlet/ProductDisplay?productId=10306