How portable? How large? How much $? All of these constrain your answer.
Here's a great link for reviews;
http://www.ipodlounge.com/index.php/reviews/ . The speakers are near the bottom.
I have a Tivoli PAL, I really like the sound, and it has a good radio as well. For most sound-to-portability, the Altec Lansing inMotion is very nice.