Recommendation on audio hardware

I'm putting together an Arduino Mega 2560 build for my dad's model train set and I'm looking for something that I can use to play a variety of short sound affects that would be selected and triggered by the program running on the Arduino. I'm have a difficult time discerning whether or not the boards I'm looking at online allow you to select which sound file you want to play.

Does anyone have a recommendation? Preferable something easy to use with decent documentation...

I have done sound output with passive piezo buzzers. I haven't built anything using these (below), so take these links considering that information, but these seem to be controlled by a microcontroller:

Aideepen YX5300 UART Control Serial MP3 Music Player Module for Arduino/AVR/ARM/PIC

Dfplayer Mini,MP3 Player Module For Arduino UNO Modulo Musica Audio Voice Board Shield TF Card U Disk

Nevertheless, you should also hear from someone who has actually built something with more than simple audio output.

Use one of these Adafruit Wave Shield for Arduino Kit [v1.1] : ID 94 : $22.00 : Adafruit Industries, Unique & fun DIY electronics and kits

I'm have a difficult time discerning whether or not the boards I'm looking at online allow you to select which sound file you want to play.

What sort of mad product would not allow you to choose a file?