I'm going to reiterate that the OP shouldn't blame his city/county for not hearing the sirens. If you put on headphones or music or a game, you can't blame the emergency management for how loud their sirens are. If you are prone to do things that may cancel out the sound of a siren, you should definitely invest in a home system to warn yourself.
I can almost guarantee your county has a regular schedule of when it tests it's sirens. Mine is first Monday of the month at noon during "off-season" and 1st and 3rd Monday of the month during inclement weather season. If those go off, and it's not one of those days, I'm not going to assume they're testing it. If the weather looks bad at that time, they'll cancel the test to not confuse anyone. My county actually has a Facebook page and I can get information updated from there faster than any other source.
On a side note, my local university here has an old steam whistle that signals class changes. Something happened (last I heard they think lightning struck it) and instead of a 3-5 second burst, the thing wouldn't shut off. Many people, students and residents (you can heard the whistle throughout most parts of town) thought it was the sirens and took cover. I'm sure it wasn't funny to them, but having not experienced it, I got a bit of a chuckle out of it.