This is a question that I've been thinking about for a while.
SP and primitive weapons are easy to figure out since there are plenty of ways to listen to the sound of a real one. The same goes for most rockets and grenades. Chain weapons are going to be very similar to a chainsaw.
Las weapons are a bit trickier. As the beam passes through the air it will cause it to suddenly heat, which should make a noise. Probably something similar to thunder if the laser has enough power, since the same mechanism is involved. Do they have that much power, and would there be any other source of sound ?
Then we get into the trickier weapons including power weapons, bolters, plasma guns and meltas. I'm not sure where to even start on them.
It doesn't help that there are some depictions that are just wrong, like Dawn of War making bolters look and sound like slug throwers. Nothing to even hint that the bolts explode.