The Raspberry Pi has an on-board audio jack, which is super handy for all kinds of sound effects and speech, just plug and go. However, for when you want better audio for music playback, a USB audio card can greatly improve the sound quality and volume. That's because the on-board audio is generated by a PWM output and is minimally filtered. It's a great thing to have audio on board but USB Audio Adapter will make it even better.
USB Audio Adapter is great because it is not too bulky, you can plug it in without blocking the secondary USB port. It also works great with a Raspberry Pi once the firmware has been updated on the Pi. USB Audio Adapter is tested successfully with Raspbian. Updating the firmware requires Internet access on the Pi and takes about 15 minutes.
At this time Adafruit has a tutorial for setting USB Audio Adapter up for audio output, we don't recommend it if you need Mic input.
This device also works great with Windows machines and should also function for Macs, but it is actually intended specifically for Pi usage.
Adafruit Web Site: http://www.adafruit.com/products/1475