what you will need:
Nintendo Candy tin (I found mine at costplus but I'm sure they're everywhere)
Electronics for a simple LM386 amp
(LM386 chip, 10uf and 250uf electrolytic capacitors, 10ohm resistor and .05uf cap)
a mono right angle 1/4th inch inch jack with screws (found mine at futurlec)
2-3 coin cell batteries (larger 3v ~CR2032 work ok)
small speaker (under 1.7inch diameter, i think i pulled mine from one of those talking birthday cards)
wire, soldering iron, solder, perf board, tape, dremmel and/or drill or nibblers, screws (for mounting the switch) etc...
Step 1: Step one: EAT CANDY!
(you don't have to eat it, you can put it in a baggie or somethig if you want)
you might want to clean out the inside of the tin to get rid of the candy dust in there.
make any measurements and realize you'll have to squeeze wire, perf board, electronics, a speaker, batteries and a switch all inside that little candies tin.