Yeah, really difficult to make a turbo car sound good from the outside. You can get some interesting noises inside though! I drove a 911 GT2 recently and it makes all sorts of whooshes and chatters as you changed gear, which was entertaining, but ultimately not as rewarding as the high-pitched crescendo a proper N/A engine will make.
Modified Evo's and similar cars make an interesting sort of sucking noise when they go past, like they are ripping the air. But not sure if i'd call it a nice noise... really you need something distinctive like a Impreza/RX7.