There is a nice feature to increase the “usefulness” of your error message when a user enters a wrong password.

Just add to /etc/sudoers the following line:

Defaults insult

et voilà:

admin@localhost:~$ sudo ls
[sudo] password for admin: 
I can't hear you -- I'm using the scrambler.
[sudo] password for admin: 
Have you considered trying to match wits with a rutabaga?
[sudo] password for admin: 
Wrong! You cheating scum!
[sudo] password for admin: 
You type like I drive.
[sudo] password for admin: 
Your mind just hasn't been the same since the electro-shock, has it?
[sudo] password for admin: 
stty: unknown mode: doofus
[sudo] password for admin: 
Listen, burrito brains, I don't have time to listen to this trash.
[sudo] password for admin: 
You speak an infinite deal of nothing
[sudo] password for admin: 
That's something I cannot allow to happen.
[sudo] password for admin: 
I feel much better now.
[sudo] password for admin: 
He has fallen in the water!
[sudo] password for admin: 
I don't wish to know that.

The only thing if you set sudo up that way is that you should expect a big surge in security logs once you users discover it and start playing with it.