Thought about: sd slot to store music
and the loudest speaker arduino can handle.......+ speaker + sonar all conected with nano.
You'll generally need an audio shield with memory and a digital-to-analog converter, unless you only want to play "simple tones" (square waves).You can drive a piezo reasonably-loudly with a ~2khz tone. If you want to drive a full-range 8-Ohm speaker (for voice or music), you'll need an amplifier. (The minimum impedance directly connected to an Arduino is 125 ohms.) You can build or buy an amplifier, or you can use regular "computer speakers" which have an amplifier built-in.