My M505X has pretty good sound, but it can still be drowned out by loud road noise or a noisy gym. I ended up getting Panasonic's
Folding Travel Speakers which are awesome. They're only $30 and the sound is incredible for that price. It's very clear, loud, and distortion free. The bass is better than you would expect for small travel speakers. Just check out the user reviews.
They're SO much better than Sony's $40
Travel Speakers which suck and pale in comparison.