The famous Madagascar Hissing Cockroach is believed to be the only insect that uses its air passageways to make a sound. Most other insects produce their sound by rubbing various body parts together (note: some beetles force air though their protective plates, but this does not involve a breathing air passageway). Hissers make two distinct sounds, one when they are bothered and another when the males are facing off. Because they are large (approaching 5-8 CM) and wingless, they are often used in movies. These make popular pets and I can speak from experience (we had a tank in the office a few years ago) that that are interesting critters. Visit the live roach cam here.
Dr. Jorge Parada - National Pest Management Association