I have noticed that the sound my machines make is a little bit "lighter" when I have run out of bobbin thread. Like everyone else has said, best thing to do is just to glance up quickly to the stitches coming out. My Bernina will tell me when I am out of thread but my Singer doesn't make a peep. But if you "listen" to your machine as your stitch you might just hear a slight change in tone that the machine is making.