I set out this week to make this year's a New Year's Eve noisemaker. I decided to make a horn or some other kind of wind-powered instrument. After making a couple of these whistles, I decided they wouldn't exactly make for much of a video.
I researched whistles and was reminded of the classic wooden train whistle. My son loved these as a boy and they aren't too difficult to make. It's essentially the same whistle as the one above, but with four tone holes and a cap to direct air into all of them.
I took notes on the ones I made and you can download my measurements to try out. It's surprisingly easy to get good tones. Just take some time to fool around with it and come up with something that sounds good to you.