I finally managed to understand how to change dynamically the system beep with pulseaudio. I do not claim it was complex, but it was not instantaneous.

The default sample is referenced (in Debian) in /etc/pulse/default.pa (near line 87) with a line looking like load-sample x11-bell /usr/share/sounds/gtk-events/activate.wav. The default volume is the one set in the X11 properties. Alas, it is not changeable at all in the Gnome preferences, but a simple xset b 100 is sufficient in any startup program (System -> Preferences -> Sessions). If the default level of 50% is enough for you, do not change it.

I just began working seriously on installing desktop machines in 64 bits at work, and this gave me some insight into the 64 bits transition problems: biggest being commercial applications that work only in 32 bits.