We have one of these buzzers mounted in the center of our DS
http://www.radioshack.com/product/in...ductId=2062394
It turns on whenever we have a ball in our possession. As a driver, I can say that it is tremendously helpful and has definitely improved our performance. Panel indicators and LEDs aren't nearly as good because they require the driver to look at something other than the robot, or at least interpret slightly more visual data. I think that its quite a stretch to suggest that an intermittent buzzer of reasonable volume is going to bother your team mates in the middle of a supercharged match with music blaring and people cheering all around them.
Edit: I'm going to go ahead and recommend that specific buzzer from radioshack. Even though ours is just something someone happened to have, it looks just like that. It draws 15ma on 3.3 Volts, so you'll have to use one of the high current digital outputs. Hook the negative wire from the buzzer to the digital out so that a logic low turns it on-- the outputs can sink more current than they can source.