Mjs513 posted an article I did a few years ago. I haven't done much in the last few years due to covid lockdowns and my own health issues, and such.
But some other things that might be useful. If you aren't using SPI (in particular, pins 10 and 12) using MQS and MQL for stereo or just one of them for mono would be a simple possibility. In this case, you wouldn't want the prop shield, but just a speaker and amplifier. Particularly for mono sound, Adafruit has this nice little combination speaker and amplifier. They are sold out right now, but it looks like digikey has a few:
You can also have separate amplifiers and speakers.
As the article posted mentioned, there are external I2S devices that can be used. Some are mono and include amplifiers, some are stereo, and you have to include amplifiers.
If your goal is just to play recorded sounds from a SD card, then rather than using the SD card on the Teensy, you could just use something like the dfplayer that has a SD card drive and it takes commands via serial port of which song to play (note, if memory serves, the names have to fit a given naming scheme, and it only supports up to 32GB microSD cards):
There is a version of the dfplayer that has static memory instead of a SD card:
If you go onto fleabay, there are many knock off versions of the dfplayer. I tend to prefer getting the real dfplayer rather than the knock-off. FWIW, I bought one a clone version of the dfplayer pro, but it only worked with its own Windows app (i.e. when hooked up to USB it didn't act like a removable disk drive), and IIRC, the app was in Chinese only.
PJRC has a cheaper audio board that has PCBs for both the Teensy 3.2/3.5/3.6 and Teensy 4.0/4.1. I don't have experience with this other than buying some but not yet soldering them together. Like the normal audio shield, you would either add amplifiers for the speakers or use the headphone output. If you use the headphone output, there are various low cost speakers out there that plug in a 3.5mm headphone jack and provide stereo sound. Some of these are called hamburger or bomb speakers, based on what they look like:
There is of course the normal audio shield. Be sure to get revision D for the Teensy 4.0/4.1:
If you have the setup for it, you can also do S/PDIF input and output using pins 15 and 14.
If the Teensy is always going to be hooked to the computer, another option is to do USB audio output.
If the goal is just to play a limited set of songs that aren't going to change, you could consider converting these to const char [] buffers, and just keeping them in flash. That way you wouldn't need to use a SD card, and you could drop down to a Teensy 4.0. With the Teensy 4.1, using PSRAM to hold files is a possibility (assuming you are up for doing the soldering for PSRAM). There is a method to use the unused flash memory for a file system, but I don't know much about it.
In terms of cheap speakers that plug into the headphone jack, here are a few that I saw on fleabay: