Some easily recognizable sounds are:
Strange clicking while taking a turn from the front wheels means that the front shaft is about to fall apart. Get it fixed before it actually does.
A fan-belt squeal means that another one is needed.
Rhythmic clicks from the wheel indicate faulty bearings at worst or just large pebbles stuck in the thread pattern at the best.
A change in engine tone usually indicate engine overheating especially if you have been driving at constant speeds for a long time.
Backfiring while normal driving means serious problems and should be properly investigated.
Engine knocks means that it is time to get in to a lower gear. If it persists, however, it is time to get your engine and engine oil checked.