Tip #2: Hide the sound behind the music.
Most of the time, your sound effect isn't going to sound exactly like you wanted. You don't have to make the exact sound you're looking for - you just have to trick people's ears into thinking you did.
Once you put a sound behind music, it tends to blend in a little more. Just putting notes over it may not suffice; sometimes you can make a sound more believable by just moving it around a little bit. Even moving it a quarter note to the left or to the right can make a big difference.
One example is the ocean sounds in A1A South (starting at measure 22).
I was trying to get a good white noise sound out of Online Sequencer, with little success. The closest thing to that sound is the 8 bit snare. Unfortunately, it has a very strong attack; a loud "click", followed by some decent sounding white noise after that.
Putting lots of 16th notes close to each other didn't work - the click stands out, and if the notes are too close together, it just sounds like a buzzing noise. So how can you eliminate that click while just leaving white noise? I put the 8-bit snare at every 8th note, and made sure to have other percussion also at every 8th note. That way, to your brain, the click sounds like it's part of a hi-hat or other percussion, and the white noise stands out on its own as ocean waves.
If you just took the "ocean" sounds out of these context, they don't sound anything like ocean sounds. On the right side, there's an example of what it sounds like with, and without, hiding them behind the music.
In addition to hiding the sharp, non-oceany part of the snare, I've provided contextual clues to the listener. For the segment of the song leading up to measure 22, an actual hi-hat is already present on every 8th note. Furthermore, the beat is increasingly tropical in nature as the sequence goes on. So by the time the "ocean" sounds show up, the listener is primed to hear what I wanted them to hear.