OK, I was pretty frustrated. I just upgrade my Kubuntu installation to 9.whatever from 8.10.

I got Amarok 2.0.2 on KDE 4.2.2. All other players seem to pump out sound just fine:

MPlayer (gmplayer)  works fine;
vlc works fine
totem (Movie Player)  works fine;
gnome-mplayer  works fine if really pump up the Master volume)
kradio, gnomeradio work fine

But neither Amarok nor dragon generate ANY sound at all.

(BTW, I have a Sound Fusion CS46xx card in the box, and a LeadTek Winfast TV 2000 XP Deluxe).

I played around with the K menu button -> Computer Tab -> System Settings --->  Computer Admin/Multimedia --->  Device Preference
and moved PulseAudio to the top of the preference list (which included entries for my sound card, normal and Rear, PulseAudio, and Esound.).

I did this for move Audio Output -> Music, and Audio Output-> Video and when I did it for Video, dragon could play an mp3 out the sound card.
I went back to Amarok, and now it's working also. Hoorrrrraaaaaay!!

Moral: When all else fails, play with whatever configs you can find.