They sound like twigs snapping or bacon frying. Sferics are caused by lightning strokes within a thousand kilometers or so of the receiver. The dynamic spectra of sferics are characterised by vertical lines indicating the simultaneous arrival of all audio frequencies. As a result of dispersion, tweeks don't sound like sferics. Instead of crackling like bacon they sound like a quick musical ricochet.
Whistlers are sferics that are dispersed even more than tweeks.
The sound of a whistler is a musical descending tone that lasts for a second or more. Their dynamic spectra reveal a long sweeping arc that illustrates how the high frequencies arrive first, followed by lower ones. Other formats are also provided by NASA if you don't have access to RealPlayer G2. If you have Quicktime, you can listen live to these sounds via an online receiver in Huntsville, Alabama. You can hear sferics, tweeks, whistlers and other VLF radio sounds at any time of the day, but the hours around dawn and dusk are generally best.