Finding a siren/alarm for Arduino, piezo?

I am in need of a loud alarm for the arduino, but one that has a small footprint and doesnt take much to be driven. I found this one at radioshack:

but it said it is 12V (i think its operating volts was from 6-14v). I did have a speaker hooked up to my test project that was working pretty well, i created a square wave that was as near 3500hz as I could get (as I heard thats the tone that is best for an alarm), but it turns out the PWM on arduino makes 3500hz hard to reproduce I was told. I initially was testing with this little dc piezo buzzer from Radioshack, that didn't get too loud (and was easily muffled) but was dead simple to use: plugged it into a digital out and set the pin to high to make it go. getting this to work with a speaker required some finesse but speakers are bulky and require more to drive them (had to add a transistor). so just wondering if there are any other solutions out there that I haven't through of to make an easy to drive loud not easily muffled siren?

I use a siren similar to this one: http://www.ebay.com/itm/NOS-Security-Alarm-System-Siren-Horn-12V-20W-1-Tone-/200597012231#ht_1631wt_1037

12v, 20W siren, so you need a 2A relay. They run fine off 9v as well. The volume is about the same as sticking your head inside a police siren.

I am in need of a loud alarm...

Loudness requires POWER. Probably more power than the ~200mW you can get from an Arduino pin. So even with a very efficient piezo, you are probably going to need a transistor, or relay, or something.

I did try a transistor its how i got a decent sound coming out of the speaker, not at the frequency i wanted but it was close. I was thinking something similar to a smoke alarm... they are very loud and relatively small speakers...

I figured it out how to make a Piezo loud after way too long. You can use 5V and you get a ton of noise.. The trick is to add an Auto-transformer to the circuit that you can get at the dollar store. I made an instructable on it here:

If anyone can identify this dollar store part on Mouser, that would be cool. cheers, tom

specs: Pin-1/2 ~154 ohms Pin 2/3 ~ 8ohms. Not sure on the inductance.