I've got basic code together to play wav files off SD card.

https://github.com/scottwday/Arduino/tree/master/SdCardWavPlayer

At the moment I'm sending the audio to amplified speakers via an RC low pass filter, but obviously the robot itself will need an amp to play sound.

One option is to make one- I have some TDA2003 10W amps lying around but they need 8V which is impractical. Maybe I can find a good old LM386 somewhere...

The other option is to find one of those crappy little external cellphone speakers <rant> that all the children like to use to assert their obnoxiousness on public transport. </rant> I'll have to swing by China Town and see how much one will cost.