How can I print a fileset to a file, one file name per line?

Use the PathConvert task:

<fileset id="myfileset" dir="../sounds">
    <include name="*.wav" />
    <include name="*.ogg" />
</fileset>

<pathconvert pathsep="${line.separator}" property="sounds" refid="myfileset">
    <!-- Add this if you want the path stripped -->
    <mapper>
        <flattenmapper />
    </mapper>
</pathconvert>
<echo file="sounds.txt">${sounds}</echo>