i have used this library and it works:
however since arduino chips are not really intended for the purpose. the playback is somewhat low quality and mono and eats up all your board's proccessing power while playing. also you need to convert your wavs to a very specific format and sample rate.
you can get little mp3/wav player modules for very cheap that can be controlled by arduino. they are much easier to set up, you usually don't have to reformat your sound files. they play higher quality and they playback in stereo. and most sopport mp3 too.
ive tryed a couple different ones and I reccommend an YX5300.
seems to be the easiest hookup and works well.