Thanks for that.
I shall go do some searching.
The reason I was thinking of using a 9V regulator, was because the battery won't be getting any charge while in use, the voltage will gradually drop, along with the speaker volume.
However, thinking about it, other than a bit noise (there's also 4 electromagnets being switched by the UNO at the same time), it's probably more hassle than it's worth to add a seperate regulator.
I'm needing to get this project in a useable state for the weekend, so I can always add some noise suppresion at a later date if it's going to be an issue.