Vocalizations
Screams and other loud noises may cause a startle reaction, but after a while, your victims become somewhat immune to this. The reaction and adrenaline rush is short-lived and won't make much of a lasting impression. A well placed screech or howl may be a good spice to add to a scene, but it can be made much more effective if the victims are "primed" first. You prime them by working on their subconscious.
Your character's sounds are very important. Some characters do not talk at all, others talk in a high, rustling whisper or low gravelly rumbles. Save the screaming and yelling for climactic moments, and use soft, subtle sounds to draw your victims in closer. A quiet growl in a darkened hallway is much more chilling than a loud screech.
For example, Scuttles doesn't speak at all, but he does make a noise... a strange, hard to identify noise. Scuttles' sound has been described in various ways by different people. Some think it sounds like a scythe cutting through grass, others say it sounds like some oversized insect. But all agree that hearing this subtle, clicking, skittering, disassociated sound in a darkened room gives them chills.
Spend some time with a tape recorder and your imagination. Work on developing a "voice" for your character that has a flavor of the unnatural to it. Practice it and make sure you can do it for long periods of time if you are doing a haunted house. (You can get some interesting sound effects by experimenting with sucking your teeth and clicking your tongue.) Once you think you have a good one, try it out on some friends who understand what you are trying to do. It may look and sound silly in daylight, but things take on a more sinister aspect in the dark.
Sounds can reach into the victim's mind and trigger all kinds of fear and dread buttons. Subtle, hard to identify sounds are best for making the victim's imagination work for you. (Remember, the scariest things are in your head.)
Volume is not the issue... it just has to be loud enough for them to hear it above the rest of the local noise, and even then, you will hear them drop to a whisper in order to hear it better.
If you slowly build your victim's terror by gradually increasing their fear, a well timed cacophony of screams as they leave the haunted house will send them running and remembering you for a long time.
(Visit Scary Effects for some ideas on how to make effective sound effects. Most commercially available haunted house sound effects tapes are useless because they are so trite and obvious.)