I need to play some small audio clips, not sure what format to use?

I would like to use something other than Wav, but I also don't want to use something very complicated. Is there a format that is more efficient than wav and easy to implement? Should I just stick with Wav? Should I try to use Mp3? What would you recommend?

Thanks in advance,
KillemAll

I think the best way is by using mp3's. You can play them with the Micro$oft Media Player activex control.