The tone library can use any pin,
http://arduino.cc/en/Reference/ToneThe output of tone is handled in a software interrupt routine (generated by a timer), as far as I remember.
But if you already use PWM on pin 3 or 11, you can't use the tone library, since it uses the same timer.
An analog pin can be used as a digital pin. So you can use any analog (A0 ... A5) or digital pin (0...13).
Use a 100 Ohm resistor in series with the speaker.