I mention that because Geert Chatrou says that although, "it's very difficult to be sad and whistle," he can do it.
That's a very good argument in favor of whistling as a practice.
Geert Chatrou (warning: autoplay music) has thrice won the world championships (2004, 2005, 2008) for whistling. He's given solo performances, but has also accompanied jazz combos and classical orchestras. Lately, Chatrou has been performing with Cirque du Soleil.
Chatrou can also play the flute and recorder but, as you can see, the human mouth is his ideal instrument. With it, especially the throat, he can replicate masterpieces such as Duke Ellington's In a Sentimental Mood and Debussy's Clair de Lune.
-via Laughing Squid