at your thread title! I've been to that point a few times w/ my filter too.
I have a canister filter that makes that noise every time I take it out to rinse it off. When I first set it up, I thought it was defective, (it came w/ my tank that I bought off of craigslist). This may not matter now that you're returning it, but did you try unplugging it, plugging it back, and repeating this step a couple of times?
You obviously know about priming, (and not running the filter unless there's water in the compartments), but sometimes the filters have a heck of a time getting the water to cycle and it makes the annoying noise that makes us shriek. Plugging it in and unplugging it a couple of times helps give it a "boost".
Maybe you already tried this method or maybe you didn't? Just thought it was worth mentioning.