It’s possible to use the audio out that’s on the teensy. It’s not the best quality, but it works. The sound comes out on A14. For teensysaber V1 and teensysaber V2, this is how it worked. The sound on A14 is pretty weak though, so you would need an analog amplifier, or possibly something like a self-powered speaker to listen to it. (or headphones)
I’m a big fan of the MAX98357A though. It is a digital all-in-one class D dac-and-amplifier. Basically, it’s an H-bridge driven with ~400kHz PWM, which then gets all nicely smoothed out in the speaker.
Btw, if you hook up a MAX98357A, make sure to keep the wires short, as high-frequency signals tends to get muddled in longer cables. Same thing goes for the SD card. Bad connections with high resistance can also cause problems.
To me, the nice thing about digital signals, is that when they work, they work perfectly. Analog signals are always subject to noise, so it’s really easy for it to work “so-so”, which can be very annoying.