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The answer depends entirely on which type of audio you are listening to. Here is when headphones are essential and when speakers are fine.
This is the most common question people ask about brainwave audio, and the answer is genuinely split. Some of it requires headphones to work at all. Some of it works perfectly well through a speaker. Knowing which is which saves a lot of confusion.
If you are listening to binaural beats, you need headphones. Not preferred, required.
If you are listening to isochronic tones, or to session music where entrainment is layered underneath, speakers are fine.
A binaural beat is created by giving each ear a slightly different tone and letting your brain register the difference. The pulse you perceive is generated internally, from the comparison between the two signals.
That comparison can only happen if the two tones stay separate until they reach you. Through speakers, they mix in the room first. What arrives at both ears is a blended signal, and the effect you get is a monaural beat rather than a binaural one.
With binaural beats, the separation is not a detail. It is the entire mechanism.
Plenty does.
This matters most for sleep. Plenty of people cannot tolerate anything on their ears overnight, and there is no need to force it. A speaker at low volume with the right kind of audio is a perfectly legitimate setup.
Most WellAudio sessions fall into this second group. The entrainment is layered into the composition itself, so a speaker at low volume is a perfectly reasonable setup.
If you do want headphones overnight, comfort beats sound quality by a wide margin. The best sounding pair is useless if you take them out at 1am.
The instinct is to turn entrainment audio up so it works better. It does not work that way, and loud is actively counterproductive.
The audio needs to be clearly audible, not dominant. Loud enough that you can hear it comfortably, quiet enough that it does not demand attention. If you find yourself listening to it rather than through it, it is too loud.
Overnight this matters more than people expect. Extended exposure at high volume is worth avoiding on general hearing health grounds, and there is no benefit to trade against it.
To summarise the practical version:
The most common failure mode is not choosing wrong. It is trying binaural audio through a laptop speaker once, feeling nothing, and concluding the whole category does not work.
If you are unsure what you are listening to, start with headphones at a low volume. You can always relax the setup once you know what works for you.