Here is a page where we test various ways to embed audio files into a web page. On this page I'll test all major formats by wrapping <object> tag sets around an <embed> element. This should work for all major browsers, including IE.

Bare Link

First off, we can just put up a bare link.

Wrapping <object> around <embed>

I think, but I'm not sure, that tag wrapping only works if one combines with conditional comments. It seems that IE will see the object tag and try to create space for it. But it won't then play anything because the empyt space created for the object tag covers up the embed tag. I'm not sure. This approach should work in IE6, but it doesn't appear to be at the moment.

Summertime Blues in .mp3 format
Summertime Blues
Summertime Blues
Marechal Ferrant in .wav format
Marechal Ferrant
Lord, For Thy Tender Mercy's Sake in .midi format
Lord For Thy Tender Mercys Sake
Sumertime Blues in .wma format
Summertime Blues
.ogg format
Only works reliably in <audio>, and then only for some browsers. No use in testing it with the nested approach used here.