Dan Rutter takes a gander at the "HUMP NF01" and "NF02" desktop speakers from Unique Hardware and finds—to everyone's surprise, including his—that the little desktop units and their USB amplifier actually put out a set of decent sound waves for not too much money.
If you don't need little tiny super-portable speakers, you don't need the NF01s. If you still need a USB audio solution, there are umpteen super-cheap "USB sound cards" on eBay. Get one of those, plug it into any old amplifier and garage-sale speakers, and you'll be golden.
If you want pocketable speakers that don't sound like wet mud and/or the audio leaking out of someone else's headphones, though, the NF-series speakers are an absolute revelation, and definitely worth the money.
Unique Hardware sells their product directly via eBay at the moment under the name "humpunique"; Prices are in the $65 range, plus shipping. You could get speakers just as nice for less, but probably not as small. If you think you might want to use these with something that doesn't have a USB port—an iPod, say—then you'll want the HUMP NF02, which includes a 3.5mm line in. (Although if I'm not mistaken, you'd still need to be plugged into a USB port for power.)
Unique Hardware NF01 and NF02 USB speakers [Dan's Data]