Connecting an 8 ohm speaker to Arduino

If you're in the USA, RadioShack still has available an "audio output transformer".

You still need a transistor, wire the primary/high-impedance side (its leads) as the load in Common Emitter circuit and connect the low impedance leads to your 8? speaker.
I think it does a pretty good job that way.

They do have fine, stranded leads which aren't directly compatible with the breadboard. Perhaps you can do some spot soldering to make some solid wire transitions or make some strip'em-and-twist'em pig-tails, as necessary.

I could make a case for direct Arduino output to it, too (adding a smallish resistor in series with the primary) - and probably the old flyback diode (because it's a coil still.)