I've used Radio Shack's voice recording module. RadioShack.com Official Site - America's Technology Store. It's easy to interface to, but it's not very loud. I've never dealt with Electronics123 Shop | Electronics123, but they have some inexpensive modules that look interesting and easy to interface to as well.
If you've got the space and need more volume, there are battery-powered speakers for music players that work well, or computer speakers if a wall outlet and power cord are acceptable. Or, of course, you can breadboard a small amplifier circuit.