Often in class I like to create completely improvised or semi-scripted listenings for my students and deliver them 'live' in class. Having the listening done by the teacher can be less stressful for the students because they are familiar with the voice and also having the visual support (face, body gestures etc) can make it easier for them to understand.
The difficulty with them is that they are difficult to reproduce more than once accurately unless you completely script them, and we do often want them to listen more than once so they can answer more in depth questions or listen for particular uses of language. For example, the other day I gave them a semi-scripted (I had jotted down a few notes of what I wanted to say on a piece of paper) lecture on my home city of Southampton. The first time they listened they had to answer some questions about the content (population, tourist attractions etc) and the second time I wanted them to listen for signalling language in lectures (e.g. first, I want to talk about, another thing I want to tell you about etc)
One way to ensure you can listen more than once to the same recording is to use the voice recorder function on your mobile phone. Basically you use the first listening to do the recording and then all subsequent listenings can be played from the phone itself. Almost every phone has a voice recording function that allows it to work as a dictaphone. Hunt through the menus on your phone until you find it.
One thing you can do is to use the headset that comes with your phone to help you record it more discreetly. This is normally the small headphones with a cord that attaches to the phone and has a microphone somewhere on the cable for talking to people handsfree. It will probably look something like this:
You can attach this to your phone, wear the microphone near your mouth and keep the phone in your pocket. Once you have finished recording the listen, press stop and the file should be saved somewhere on the phone (each phone is different so I'm not sure where it will be stored on yours, but often in a folder called 'recordings' or 'sounds' or something like that).
To play it back, you have various options. If it's a fairly small class, you may just be able to play it back aloud from the phone itself and it might be loud enough for the students to hear. If not, you will probably have to use computer speakers to play it through to increase the volume. These are two relatively small speakers that plug into the mains and also have a small plug to go into a computer or a MP3 player/mobile phone. Depending on your phone, you might need a small adapter to make sure that speakers can plug into your device. Again, these can be bought very cheaply and will prove indispensable for all kinds of recordings/play back in class.
And there you have it, a quick and easy way to do live listenings in class without needing a huge amount of preparation and a great way to create a store of listenings that can be used in the future.