Speakers aren't particularly expensive these days, but most of them lack much in the way of character. If you don't mind slopping on a bit of elbow grease, Instructables user andy.spikenzielabs shows off how to build a little micro speaker that has a small visualiser built into it. You'll need some basic soldering skills here, alongside a small LED matrix, some cables and a speaker. Everything's enclosed in a laser cut acrylic case and a local hackerspace should be able to help you get that made if you're interested. Otherwise, you'll find the full guide, alongside plenty of photos, over on Instructables.
The Musixel Boombox [Instructables]