Left 4 Dead is the only game where I regularly make noises in single-player. I'm used to playing multiplayer, so I reflexively say "Watch out for that Witch", "Jockey on me", "Throwing a molotov", or "OH GOD! HUNTER! HELP ME!" Even in single-player.
In competitive multiplayer, I trash-talk someone if they're in the same room, but not if my opponent is online. I figure, if I trash-talk too much, my opponent has every right to punch me in the side.