No way to set sound effects or sound theme
In sound settings there's no way to change which effect is play nor change sound theme. I'm guessing that it's a conscious decision (like in OSX) but it doesn't clearly say on the design page https://wiki.gnome.org/Design/SystemSettings/Sound.
@hadess or @aday: Is this not something you want exposed to the users? I would be happy to create some mockups and open it as a feature request if you are open to the suggestion
Settings for sound effects in Windows 10 for reference: