Hello Injection,
as far as I know, the "rockbox_default" and "rockbox_failsafe" themes, that come with rockbox builds (that means they should already be selectable when you navigate to the theme settings) have a vu-meter. You might tweak those themes (e.g. change the font) and they are pretty nice looking.
Or you could learn how to implement this feature in a wps. I think for other targets, there are some themes with a vu-meter on the wps. So you could learn, how this is being achieved.
Greetings,
c_k