Speaking of insects that make noises ... Death's Head Hawk Moths squeak like mice when you handle them.
Then of course, there's the large array of insects that engage in stridulation (rubbing one part of the body against another to generate sound). Crickets and various Grasshoppers are of course well known stridulators, along with the Cicadas (which are to some people infamous for this!).
However, one group of invertebrates that most people don't usually associate with stridulation, is spiders. But, some of them do indeed stridulate, and I found a particularly striking example a few years back, in the form of
Habronattus dossenus, a member of the Salticidae from Mexico. This one is particularly loud when stridulating for mating call purposes, as you'll hear when you fire up that YouTube video!