If you just want to amplify tones generated by the Arduino, try the attached schematic. It will deliver about 0.3W into 8 ohms. If you need more volume than that provides and you want to run the amplifier from 5V, then I suggest this chip http://www.ti.com/lit/ds/symlink/lm4871.pdf of someting similar.[EDIT: corrected transistor types]
It's simple because it only has to amplify square waves of a fixed amplitude
I use LM386N8's...
2SK1058 is one type power MOSFET suitable for audio power amplifier, and it has very high Ron (~15 Ohms).
I studied some electronics YEARS ago so I can get a feel for some of his design but I can't see what is gained by dropping half the power across a 40W resistor.
that and the cost of a 40 watt resistor could feed your family dinner