Glad that helped, Barnum. Yes, simple is beautiful, and browsers handle audio files pretty nicely these days when you just provide a simple link like that.
The new audio element is also very simple, and you can just do it like this:
That way, the user doesn't have to go to a new page. Unfortunately, though, the <audio> element isn't supported in older browsers, so a fallback is needed (like Flash). The other issue is that not all browsers support the same file types, so sometimes just an mp3 version may not be enough—and thus the simplicity is lost somewhat. Anyhow, that code above works pretty well in a lot of browsers, so worth playing with it (if just to see what it's like).