So I googled (sorry Jo, I know I just verbed a noun, oops... verb is a noun too... I'll just go get a shovel) the phrase 'for crying out loud,' and it turns out it is a variation of 'for Christ's sake,' a phrase I will not use. As in: for Chri........ ing out loud. Apparently, this is called a minced oath. This link has a list of other minced oaths. How about this one: Sacré bleu --> Sang de Dieu (God's blood)?
I guess this is similar to saying shoot instead of something else. This reminds me of the French exchange student we had visit us for a few weeks one summer while I was in high school, he would use the French word for Wednesday which sounds similar to the French word for the other thing. I wonder if there is anything like this in the Japanese language.
There. Now you can say you learned something today.