Hi RichieBeno,
Welcome to the Q&A Board.
You'll need a digital camera which has a mini-built in speaker. Many of the newer digital cameras have this feature, though it doesn't seem to be listed specifically in camera databases.
Here's what I suggest you do:
Use the feature search at dpreview. You can find it here:
http://www.dpreview.com/reviews/compare.aspSelect the price range, select "yes" from the "Movie Clips" drop down menu, then click "compare." Make a notation of the cameras "with audio." (some cameras record video, but not with audio).
Call a local camera shop, or the manufacturer, and ask if the audio can be heard during in-camera Playback. Remember too, some digital cameras only record between 30 seconds and three minutes. Others have no limit and record until the memory card is filled up.
I don't know whether or not you'll be able to find a new digicam with an internal speaker in your price range.
btw, I understand that one of the best digital cameras as far as video recording, is the Canon PowerShot S1 IS. From what I read, it produces exceptional quality. It lists for $400 in the U.S. but has come down significantly in price. Sometimes you can get a good deal buying a used camera, but you do have to be careful.
My best guess is that the PowerSHot S1 has a built-in recorder though I don't know for sure. It also has a long telephoto lens with Image Stabilization.
Hope this helps a bit.