A talk on the FFT, given at the Undergraduate Colloquium (01/25/12): fft.pdf.
The sound files for the psychoacoustic experiment can be generated with this Matlab file: psychoacoustic_demo.m. (the PDF above is supposed to have the WAV files embedded, but for some reason it is not working on my machine)
The demo for image compression is here: imdemo.m. Just replace the jpeg file by something else.
The demo for high/low pass filtering is here: sounddemo.m. You do need to provide a sound file and make the number of samples odd (this is an artificial restriction).