Mtroniks recently released a line of sound modules for both boats and cars. The modules and their speakers are waterproof. Instructions are included. The modules are designed for 6 to 12 volts and have a built in volume adjustment.
Setup for the modules is quite simple. Besides connecting power, the modules are connected to the leads going directly to the motors past any speed controllers. The speakers go to any convenient place (though higher is better, especially with the marine versions). The marine versions also have two additional wires that can be used for additional sounds by running them through a switch to ground (a simple servo pressing a button or microswitch is sufficient).