I know a whistle will get people's attention much more quickly than my shouting will. A whistle will also cut through ambient noise much better than my shouting will, should I need to attract attention.
I keep a big honking Storm whistle in my car, a Fox Mini-40 on my key chain, an Ultimate Survival JetScream on my EDC neck lanyard, and a flat survival whistle in my sportcoat pocket.
-- Craig