The Doppler effect is very noticeable on sound waves. Actually you can sense it just by standing near a road where cars pass by relatively fast.
However, for observing the Doppler effect on electromagnetic waves, the relative velocity at which the emitter of the waves has to be moving with respect to the observer has to be very high, comparable with the speed of light.
I don't buy that this crazy massive objects like stars, quasars, etc. are moving at such high velocities with respect to the Earth.