Yes, we do have many mp3 players that have a built-in speaker with them that can be used to play the music loudly in any room. However, we also have MP3 players that have a jack through which an external speaker can be connected. One of the examples of an Mp3 Player with a speaker is EVIDA portable music player, it has inbuilt Bluetooth, wifi, a speaker, its touch screen, 32GB memory space to store your music and keep it completely handy and it also comes with a 60 hours of battery life that makes it even better.