I've had some success with a thirty dollar computer speaker amp setup--you know, the things you can plug into your computer to enhance your video game play and so on. I bought these at Big Lots, which offers some cheep electronics. One year I used two and the next year used only one, to simplify. I taped some black plastic trash bags over the speakers so they wouldn't look like anything (not that they were high-end or expensive in the first place). A battery-operated mp3 player with my own stereo audio track was plugged into this stuff.
Many people use much nicer and more elaborate systems, which always impresses me! In my case, I often have to set the sound up fast, so portability and simplicity tends to be useful.
If you are a Costco member, they carry a portable sound system called a block rocker, made by Ion. This is a great unit for the home haunter!! It runs several hours on battery (built in with charger) and is blue tooth so you can port the audio from your smart phone if you want. It's a black cube so you should be able to hide it in your props or bushes and this does have a great sound with plenty of volume! It's not an exclusive Costco item but I know I've seen them on the shelves there this week.
I have a few different sounds in my yard...a set of lights with motion active sounds....a ground breaker with some sounds as well. This year I'm adding a zombie pit (pallet with red light and zombie hands). I have an old cell phone that I have downloaded a 3 min zombie moan/groan. I have it set up to repeat. It's loud enough to hear while your walking by the pit but not over powering. My GF is making a toy cemetery as well this year and I took another old phone and downloaded creepy kids music and lullabies that I will play on repeat and shuffle. Again you can hear it by the doll house but not over by the zombie pit.