Selective sweep is the most famous genetic signature of selection. We know of a number of classical examples of selective sweeps, some of them in humans. See the classical example of the sweep on a sequence relgulating the lactase gene in the post Are humans the only species who drink milk as adults?.
I do not have a good intuition about how common such sweeps are. Are there constantly 5 to 10 sweeps happening in a species genome or is there a sweep every 1000 generations only?
How frequent are selective sweeps?
Of course, the answer will vary (and will probably vary greatly) among species. I would welcome empirical estimates and/or theoretical expectations coming from any species (I would prefer an estimate coming from a eukaryote species though).