Answer:
Think of a very loud, sharp, shrill sound - a shriek, or an emergency siren would probably be some of the better examples. The word piercing has somewhat negative connotations - it would be best used for imagery during a scene where there's a lot going on and the writer wants to draw attention to This Specific Thing that's happening.
"A piercing scream echoed throughout the room, drawing all eyes to the source of the sound."
