You will need only some headphones/speakers some resistors (optional for volume) and some wire. That's it. It's all PWM!
Sounds awesome, easy code! Maple FTW!
Go here:
https://github.com/leaflabs/projects/tree/master/thx
copy the whole directory thx_pwm into your sketchbook, and follow the instructions in the comment. I am quite pleased with myself for this hack ;)