How Do I Play Short Sound Clips with Mega?

I have an electronic LED puzzle using a Mega and I would like to add sound effects (short music clips, like "TaDaaaa", or maybe some audio like: "Great Move!").

What is the best way to do this?

I'm thinking... A sound board or module (Is there a sound shield for Arduino?)with 4 to 8 different possible audio clips that play based on conditions in the puzzle.

I used these cheap sound effects boxes in this project, they interface very easily with the arduino, and there is a tarrar! http://www.thebox.myzen.co.uk/Hardware/Crazy_Golf.html

Alternatively the sound shield from Lady Adia is good:= http://www.ladyada.net/make/waveshield/

Thanks!

I ordered the wave shield. It looks like exactly what I want. I'll print what docs I can find and get the library.

I'm presuming the library will give me some kind of "play" command where I just specify the file to be played... Right?

Yes it does. I wrote a sketch to take a MIDI input and play a file who's name was the MIDI note on number.