Sometimes a gentle "beep" and "boop" isn't enough from a microcontroller. The Adafruit Wave Shield adds these audio capabilities to your Feeduino SB / Arduino!
I have used this shield on ThunderBird 6 (second video) and i can give big Thumbs up, well impressed.
It outputs a mono channel - wav files are simply saved to an SD card, which can be played back under program & I/O control.
However if you have an Arduino Mega then you have to modify it.