At the right moment, turn out the lights. Dark and light can be powerful aids to atmosphere, but one needs to be practical. Players will need to reference their character sheets as they build up steam. Its best to leave the lights on till atmosphere demands their absence. Music can be a powerful aid, but too much simply detracts from other things.
Sound effects are most powerful if they run for thirty seconds or less.
Afterwards, they just become noise. Alternatively, chanting type sounds can be played at very low volume to get on players' nerves. Increase the volume when players expect something nasty to happen. Simple physical props can add wonders to a module. Paper handouts have their pluses and minuses.