I might know why batmanbegin might be skeptical of running sounds at high volumes since this is their first MacBook (I'm making the assumption that they just migrated from PC Laptops).
Back when I had an HP Pavillion dv5 laptop, I blew out the so-called "Dolby Premier System" internal speakers just by using the normal 100% system volume. I totally destroyed the speakers after only 5 weeks of having the machine. It seemed to me that in order to make the speakers louder, HP made the 100% volume too much for the little tiny things. Worst of all, HP claimed that it was not their responsibility or problem since I blew out the speakers myself. They quoted $400 to replace them, which was insane, considering that the laptop only cost $750. I never got the speakers replaced, and just about 3 months ago the motherboard crapped out and the whole machine no longer works.
That said, I have had a MacBook Pro for about three years now and I always play songs and other sounds on full volume when I am using the built-in speakers, and I have never had a problem with them. You will be fine.