...I really don't think a game needs animation or sound effects or even a cohesive look-and-feel to work as a prototype. If a prototype looks pretty, that's probably a sign that it's moved beyond the prototype phase!
That's a good point, DizzyDoo. I find that the prototypes I make with basic shapes or rough sketches work well for my own exploration, but I know what I'm trying to do and am able to read deeper than what is actually on screen. Its when I start seeking feedback from others that the game needs to be able to communicate to a player that doesn't know what I was trying to do. This is where I feel that animations, sound effects, and even some simple music helps a lot.