The Altec Lansing iM510 is a nice option too, it’s smaller (about the size of a pencil box), with a pop-out dock for the Sansa. It’s described under “docking audio” on the Altec Lansing website.
The iM510 is handy for stowing in a briefcase or backpack.
Other speaker units can be used, provided that they have a 3.5mm stereo jack that you can connect with the headphone cable. The disadvantage is that no power is supplied to the Sansa for charging.
There’s a really inexpensive option, use one of the Griffin power docks (at various vendors for under $20) with a USB AC adaptor, then plug in a basic set of PC amplified speakers. I have one set up with a nice set of Altec Lansing computer speakers, with a big subwoofer. It plays loud enough to make the dog hide under the desk. He’s not into Iron Maiden, I guess.