In Windows, is there a simple way (i.e. something you could type on a single command line) to just play a couple of .mp3 files and then exit on its own?
wmplayer, f
There are pure command line players. Some are listed here.
Also, WinAmp used to have command line controller called CLAMP. I am not sure if it's still alive or available but Google for it - it was pretty good.
Also, VLC has some command line capabilities though I never checked them out.