Native support for <AUDIO> element in FireFox 3.6 and Chrome (with OGG—also WAV—format)
This is the simplest solution with OGG, if you don't mind the messed up volume control. If you do, then you have several options:
or use the jplayer (also JQuery), which which can be used for a single song, or with a playlist and many options; it can include mp3 support (via Flash). Out of the box, it does play onOpen (autoload=autoload). If you use this, remember to download the "skin" and "js" folders.
On the other hand, if you want to play OGG files on all browsers regardless of the AUDIO element and partial native support, you can use JVorbis, which is a Java based applet/object. I don't think I will support this anymore.
For a simple Play/Pause button and also a mouseOver trigger, see here.