It's been a while since I used one of these! Look at the first circuit in the data sheet and start with that. Be sure the polarity of the output cap is correct. Bypass from the positive supply pin to the negative with something like a small 10-100 uF cap, paralleled with maybe .001 uF. No cap needed on the input, in fact it needs the resistance to ground. Here's the trick- look ahead to the square wave oscillator. See how bringing the output to the + input creates positive feedback and causes oscillation? You need to avoid this condition with your circuit. It looks like it can't happen, but all wires and traces have resistance. "Ground" is not necessarily at zero volts if current is flowing. If the speaker return or the output compensation network (be sure you've got one) comes back to the + input, and then a trace or wire goes to ground, you can get feedback and oscillation because the + input isn't being held at zero volts. No "daisy chaining"! Do a proper single point ground where all the traces or wires physically meet at a small point. You can run a wire back to the power supply from that point. Remember, I'm guessing about the oscillation, but your symptoms seem to suggest it. It's also a very small "power amp". With only 5V to play with, you won't get much output. If all you've got is 5V, and if you can float the speaker, a bridge design will give you more "ooomph". For other chips, I like any of the newer National parts. Their web site has selector guides and app notes. For small power amps, you might search their headphone amp chips.
CH