<update> I've added a few more from the comments and Digg comments. </update>

It's embarrassing to admit how long I've spent looking online for single-purpose sound effect sites like Instant Rimshot (first mentioned on Download Squad here), and it turns out that it is very difficult to Google for these things. My goal was to present the top 5 sites that exist simply to feature a single sound effect, but instead you're getting the "top" four. And by "top" I mean "only". Hopefully some of you can post more in the comments.

Instant Rimshot
The classic, and likely original site in the genre. Load this site up before you tell a joke, and hit the button to punctuate your punch line.

Sad Trombone
Created in response to Instant Rimshot, sad trombone is useful when delivering bad news. "Honey, I accidentally drove the car into the garage door..." insert sad trombone sound here. Your significant other will be laughing so hard they won't mind the bad news.

Instant Crickets
An alternative that is probably good to have open alongside Instant Rimshot when telling a joke. Use Instant Crickets when your joke doesn't go over well at all. This site is particularly useful in corporate meetings when telling politically incorrect jokes.

Emergency Yodel
When everything seems to be getting you down, you can always rely on your Emergency Yodel button. Yodels are like hugs, making everything just a little bit better. Maybe when my aunt Beatrice comes to town again she'll accept a yodel instead of a hug? (insert Instant Crickets sound here)

Added:

Bom Bom Bom Bom Wooooo
The sad horns sound effect from a well-known television game show where you attempt to guess the prices of everyday products. In my opinion, a better sound than Sad Trombone.
- SirCrumpet

Swanee Whistle
Basically just a down/up slide whistle sound. In some ways by itself it's more sad than a sad trombone. Not sure how you'd use it, since it's not all that festive sounding.
- rijit

Epic Oneliner
David Caruso's acting skills are legendary, so why not punctuate your day with sunglasses and his serious mug?
- -xerigen

Khaaan
Beware, clicking this link will open a full-screen image of William Shatner's face. You have been warned.
- Sir Loin

Mister Nice Hands
Bad taste alert - this is a pull-my-finger page.
- winry (digg)

Instant Tumbleweed
Another one that seems to have no real purpose. I guess you look at it when you're feeling lonely?
- scheibs14 (digg)

Nelson Haha
Perfect for that moment when your office mate makes a ridiculously obvious suggestion, or spills coffee all over themself.
- Roobix

Drama Button
Okay, this late addition is my new favorite of the bunch. Keep it in your back pocket for when you have to deliver some bad news: "Honey, I took our rent money to the track and I... lost it all." (Drama Button) It won't save your relationship, but it sure is a fun way to end it.
- Seannerz

Hiyoooo!
Ed McMahon's classic Tonight Show catchphrase. Back when the Publisher's Clearinghouse guy used to be on TV. You know, with Johnny Carson? Damn, I'm old.
- Seannerz