For music I use Open Modplug Tracker
For sounds I also use Open Modplug Tracker
I've been with the program for almost as long I've been with GE!
What I like about it, you can create better quality tracks than midi and still have a 100kB song with neat sound
since it's a tracker you can save in modules like IT, MOD, S3M, XM, etc.
And since it's a tracker... you can easily make weird sounds with it and make sound effects