If they're not TOO close, the sound is actually quite comforting when you're reminded of exactly who is up there and what they're doing.
I used to enjoy trying to spot them if you could still hear the engine after the initial boom. It wasn't easy --- you had to look waaaaaaay out ahead of where the sound was coming from. More often than not, they were already out of sight. But whenever you could catch a glimpse, it was well worth it.
I remember that.