I just happened to pick up my little whistle (nice, slim) - 3/8" diameter, 2.5" long - fits nicely on my keychain and is a nice shade of magenta. Since I always have my house keys, its on that keyring.

I happened to get mine at REI for about $4 - they had an even smaller one but I opted for a little larger as I want it to make LOTS of noise if it ever has to!

I'm sure they can be gotten as a promotional item (with a name and such on it - see link below)
There are lots of other whistles there too - pick a nice low cost one, have your website name silk-screened on it and sell away!

Canie

• Whistle