Tom Erbe of Soundhack fame has finally brought his old Mac utility Instant Player to OS X. (download the beta from his freeware
page) Option-click a sound in the Finder, and it plays instantly — no
mucking about in the multi-column view required. Insanely cool for
quick sound browsing, so give it a shot!

Updated: Works like a charm for me, though only for WAV/AIFF
files (MP3 is supposedly supported too but for some reason wasn't
working for me — maybe encoding reasons — though WAV/AIFF is my
primary need!)

PC users — I'm not discriminating here; I just haven't found as many cool Windows toys — got em? Send em!