Since Snow Leopard installation, random "puff' sound identical to sound when you raise icon from dock and it disappears on desktop in puff of smoke. This occurs randomly whether I am using the computer or away from it. Sometimes it occurs once a day or ten times a day or not at all for a few days. Note: no visual effects occur and nothing is changed on dock, just the sound is heard.
IMAC, Mac OS X (10.6.4)
Are you using iChat? It uses a sound like you describe to alert you that a buddy is no longer available.