Through a series of investigations involving different levels of contextual fidelity we developed scales of perceived urgency for several dimensions of the auditory, visual, and tactile modalities. Psychophysical ratings of perceived urgency, annoyance, and acceptability as well as behavioral responses to signals in each modality were obtained and analyzed using Steven's Power Law to allow comparison across modalities. Obtained results and their implications for use as in-vehicle alerts and warnings are discussed.