Good question. Getting embedded media to work with all the browsers is a challenge. The most common approach is to use an <object> tag for IE with a nested <embed> tag for everyone else. (See http://digitalmedia.oreilly.com/2006/09/29/two-slick-quicktime-tricks.html?page=2.) But IE can also throw an ActiveX warning unless the object is inserted via an external script. A third issue is that the minimum height for the Windows Media Player plugin is 45 pixels, whereas the QuickTime plugin can run in a more text-friendly 16 pixels.

PlayTagger gets around the height issue by using its own Flash player, so I think the ultimate solution for playing MP3 links could be to write a Flash player with more features.

Another approach would be to specify the QuickTime plugin using Apple's external JavaScript file (see link above). QuickTime isn't as widely supported as Flash, of course, but does play many more formats.

Incidentally, after this article published, I did write a bookmarklet that adds an inline player to the MP3 links on any site with one click. It's been a big help. See my blog for details:

http://blogs.oreilly.com/digitalmedia/2008/01/1-click-web-audio-player.html