The "SP" speaker port on the Cortex comes up from time-to-time. There are lots of little utility-board amps on the market that will work, but most of them are bulky and require >5V to run. So you need some additional power source (or a Y-cable on your main battery).
Well, last Friday, Sparkfun Electronics introduced a tiny $8 amplifier board
that runs on 5V and will work with the Cortex SP port. You just provide the cable (cut one end of a spare extension cable) and a basic 8Ω speaker (nearly any salvaged speaker will do).
I hooked it up and it sounded great. I wanted it really loud, though (if my robot is making noise, I want it to get attention!). The board has a pair resistors you can change to increase the gain, and with some experimentation, I found that 47KΩ resistors
make it loud without significant distortion.
Here is a picture of my setup. You can use some of the disused velcro circles from the VEXnet keys to hold it and a small speaker to a bit of Vex metal for easy mounting.
If folks are interested, I can post a few more details on how to wire this board up.