Although the default install of Asterisk installs sound files in gsm format, this often results in poor sound quality (some would say awful quality).
The wav format files are often a preferable choice and will dramatically improve the quality of the prompts which are used. These are available at the digium site:
http://downloads.asterisk.org/pub/telephony/sounds/
For english prompts, you would use:
http://downloads.asterisk.org/pub/telephony/sounds/asterisk-core-sounds-en-wav-current.tar.gz
http://downloads.asterisk.org/pub/telephony/sounds/asterisk-extra-sounds-en-wav-current.tar.gz
After unpacking, these can be copied into the /usr/src/asterisk-sounds subdirectory, as well as removing the .gsm files.