These are meant to be used with headphones - the included speakers are just there for the off chance you don't want to wear headphones.
How big of a speaker system should they put in a portable dvd player? Battery life is the key with these players, and a higher wattage sound system would not only increase mass and size, but also use more current.
On that note, I have a Panasonic from two years ago. It has a 7" screen, really good picture quality, and the battery lasts about five hours (That's about two movies). I would have to recommend a Panasonic just for the battery life. The people I know with the no-name brand DVD players are lucky to get one movie out of a battery, and most keep them plugged in on road trips etc. Since my wife is always on an airplane, you usually don't even have the option of a power source, so you have to have a good battery.