Funny thing to finally find this thread...I launched a Screamin' Mimi June of last year and some people heard the whistles, but I couldn't and I was fairly disappointed in it (note that my launch was the last flight listed for the S'M on the Rocket Reviews flight report for this rocket , which someone had the link to earlier in this post).
Since then I've had a background project to try to make a better whistling rocket. Having read through your thread, many of the same ideas I had came up here and in Babar's post as well (including the Nerf whistles and such). I thought a bunch of Nerf whistles may be the answer, but I still don't think these will come even close to being heard while the rocket motors are thrusting.
Some other ideas I've had (I may try these in the winter when I have more experimenting time):
-Tube fin rocket (like Super Neon) with whizzers in each tube
-Cut-down plastic recorders/flutes on the sides of the rocket.
-whistles on the bottom so that the motor thrust actually pulls air through the whistle (sounds very sketchy, but may be the path to the best way to get whistling under thrust).
-Whistles instead of fins.
-Adding small funnels to each tube on the Screamin' Mimi
-2+ Metal referee whistles
inside the nosecone...may be the answer...worth investigating since those are loud enough and also right in the front undisturbed airstream...can also be placed into MP/HP rockets that are previously tested airworthy.