It's fun and easy to create musical devices with an Arduino, and for an inexpensive example consider this project by Instructables user "vishalapr". They have created an eight-key piano with buttons created using aluminium foil which act as capacitive touch sensors. Then the tones are created with a simple piezo sensor. Even if you're not interested in making a piano, the touch sensors could be used in a variety of user-input designs or other games. ("Simon" anyone?) A quick demonstration follows in the video below:
If you're interested in working with sound piezos for various reasons we have a neat little SOUND: sound and buzzer module:
It can be used as a noise-maker driven by your microcontroller for audible feedback of events, and it can also be used as a knock-detector input to sense events and react to them. Includes a built-in 1M resistor to allow the piezo element to detect shocks. For more information and to order, please visit the product page here.