Oops, I thought you meant the boot/shutdown animations. I can't remember off the top of my head where there sounds were put. Let me check.
Sorry if I wasn't typing clearly.
I am considering changing the startup splash and the shutdown animation, too (the cute CM7 animation can stay).
Update: for some reason, Root Explorer isn't letting me put those files in that folder (complaints about it being read-only). I also can't get at the phone's internal storage via USB, which was possible on stock (granted, Windows thought it was a CD-ROM, but it was readable and isn't now).