WATER! bath time is awful... he won't go near us while we're in the pool, and if you're running one of those weird sprinkler things outside, forget it- he won't go potty in the grass (the dew in the morning is a little scary too)
Cody doesn't seem to mind the vacuum, but we use a central vacuum system, so the noise is actually out in the garage... When we're outside by the garage, the sound of the vacuum turning on makes him jump a little
all in all, he's pretty fearless- although if he thinks you're hurting him (i.e. picking him up to take him outside after an accident or getting shots at the vet) beware, because he will "scream" his head off