To the best of my knowledge the American version of the Clip's software does not include any volume-limiting features for hearing protection -- the European software does. (Although I can speak with more experience in the world of Creative MP3 players.)
There are plenty of amplified speakers out there. I use a set I bought at 5 Below, a discount chain, for $5. It uses 4 AAA batteries.
You might also look for a portable stereo that has an Auxiliary Input jack. Get a patch cable to connect the Clip's headphone jack to the stereo's Aux In jack and you're set. I have a Sony CFDS05 that has an Aux In jack and has more power (and better sound) than the amplified speakers.
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