Re: Capacitor charging and plasma speakers.

Without knowing the exact set up you are using when charging a high
voltage capacitor, I'm not sure that I can determine the source of the
"whistle" sound. 

However, this webpage, "Energy Loss in Charging a 
Capacitor", shows that there can be substantial energy that is lost while charging a high voltage capacitor, and 
depending on the set up, that energy loss will be manifested as a form of energy such as heat, or perhaps sound in 
the right 
circumstances.

I have not heard of plasma speakers, and could not find that exact term in my search. I did find a device called an 
ionophone:

http://www.belgaudio.com/ionophone.htm

http://sundial.sundial.net/~rogerr/ionovac.htm 

Also, I previously answered a question that may be related, regarding introducing ions into a flame, and using this flame 
as a speaker:

Re: Could you please find research Re: Sound Reproduction via Gas Flame and Electricity?"

I also found something called a "Plasma-Dynamic Speaker": http://www.soteria.com/brown/docs/speaker.htm

However, in looking at the assoicated website for the inventor of the Plasma-Dynamic Speaker, the claims regarding his work 
would seem to warrant some appropriate caution:

"...was a leader in developing theories
concerning the link between electromagnetic
and gravitational fields theorized by Dr.
Albert Einstein... believed
to have created and utilized temporary,
localized gravitational fields...became very controversial
due to the similarity between his work and
what is believed to be the propulsion method
of some observed UFO's. His name is also
often mentioned in the same breath as the
so-called "Philadelphia Experiment," as a
possible candidate along with Nikola Tesla,
A.L. Kitselman and Dr. Einstein."