Adafruit wave shield
Adafruit wave shield with SD card and speaker
The wave shield would let you play back a 22KHz 16bit mono *.wav file. Of what I've seen so far, that's the easiest way to get playback of a recognizable "piano" note. There are some interesting arduino projects out there that make "synth" sounds but getting a good piano sound with arduino alone would take a great deal of cleverness.