A large part of creating the experience of a haunted house is the strategic use of sensory deprivation, ie: Depriving your guest of their senses of vision, hearing, touch, etc. Obviously, a large part of this is utilizing audio to decide what your guests will and will not hear.
Pre-Recorded Audio
There are plenty of haunted house / Halloween sound collections available on CD (and, presumably, via downloadable formats). These are great if you don't want to create your own original sounds. Search google for "haunted house audio", "scary halloween sounds", etc.
Original Audio
If you have the means to create your own audio to use in your haunt, by all means, do! Some ideas for sounds to use:
• Ghost hunter show / EVP sounds - You've seen the shows. You know what their recorded audio sounds like. Record audio on a hand-held recording device in the right building or space, and you're sure to get some strange, unidentified sounds happening in your playback.
• Creaking doors, slamming doors, knocking, etc. - Record these as individual sounds to mix with your main audio tracks.
• Sounds of being followed - Record sounds of foot steps, or sounds of something dragging slowly on the floor. These will make your guests feel that they're being followed by something.
• Human voice - Record whispers, screams, and other sounds that you'd expect to startle someone, and mix these with your audio.
• Droning tracks - Think of the low, humming sound in the Paranormal Activity movies. Use a keyboard that can emit very low pitches, or even record the sound of an engine on a large truck, or an airplane engine if you have access to them. You can use this as a bed to place other sound on top of, or just use it by itself. These low frequencies not only trigger feelings of impending danger, but they can also be used to cover up other sounds being made that might otherwise tip off your guests that something is there, before you want them to know.
• Infrasound - Sounds that are even lower than the droning tones previously described. In the 1950s, researchers discovered that tones between the frequencies of 7 Hz and 19 Hz could induce fear, panic, or dread in humans. These tones are below the range of human hearing, but within a range that can still affect your senses. If you have access to a synthesizer which can produce tones in this frequency range, get to work. Still need convincing? Some people even report to *see* ghosts when exposed to infrasound. Important - In order to reproduce these recorded sounds, you will need audio equipment (speakers) that are capable of producing tones in this range. If your speakers only deliver from 60 Hz up, they won't even emit the sound.