The circuit below responds to sound pressure levels from about 60 to 70 dB. The sound is picked up by an 8 ohm speaker, amplified by a transistor stage and one LM324 op-amp section. You can also use a dynamic microphone but I found the speaker was more sensitive. The remaining 3 sections of the LM324 quad op-amp are used as voltage comparators and drive 3 indicator LEDs or incandescents which are spaced about 3dB apart. An additional transistor is needed for incandescent lights as shown with the lower lamp. I used 12 volt, 50mA lamps. Each light represents about a 3dB change in sound level so that when all 3 lights are on, the sound level is about 4 times greater than the level needed to light one lamp. The sensitivity can be adjusted with the 500K pot so that one lamp comes on with a reference sound level. The other two lamps will then indicate about a 2X and 4X increase in volume.
In operation, with no input, the DC voltage at pins 1,2 and 3 of the op-amp will be about 4 volts, and the voltage on the (+) inputs to the 3 comparators (pins 5,10,12) will be about a half volt less due to the 1N914 diode drop. The voltage on the (-) comparator inputs will be around 5.1 and 6.5 which is set by the 560 and 750 ohm resistors.
When an audio signal is present, the 10uF capacitor connected to the diode will charge toward the peak audio level at the op-amp output at pin 1. As the volume increases, the DC voltage on the capacitor and also (+) comparator inputs will increase and the lamp will turn on when the (+) input goes above the (-) input. As the volume decreases, the capacitor discharges through the parallel 100K resistor and the lamps go out. You can change the response time with a larger or smaller capacitor.
This circuit requires a well filtered power source, it will respond to very small changes in supply voltage, so you probably will need a large filter capacitor connected directly to the 330 ohm resistor. I managed to get it to work with an unregulated wall transformer power source, but I had to use 4700uF. It worked well on a regulated supply with only 1000uF.