I've never used this feature, but I think that in KDE Konsole Terminal you can configure sound notifications. This is the screenshot:
I find this useful when you execute a command client that wait for an event (like ping) or when finish a long script, you work in other task and hear your bell/alarm configured.
It is possible to achieve this with Gnome Terminal? Can I install other terminal over Gnome? Help me find some hack.
There is something called terminal bell in gnome-terminal. But it doesn't notify if commands are finished or waiting for user input.