You can buy small ram jet engines. I have one myself. It is for a U-fly model airplane. It's about as loud as you can imagine (everyone for blocks would hear it). Check out any model airplane magazine for the small ones.
If you want something a little bigger than check out the links below.
Jet Engine Projects - Pulse Jet
Article - Build your own cruise missle
Article - DIY Cruise Missle
P.S. One day when I win the lotto and have some extra time I'd like to play with the Tesla Turbine.