Take a look at Simpleaudio, which is a relatively recent and lightweight library for this purpose:
> pip install simpleaudio
Then:
import simpleaudio as sa
wave_obj = sa.WaveObject.from_wave_file("path/to/file.wav")
play_obj = wave_obj.play()
play_obj.wait_done()
Make sure to use uncompressed 16 bit PCM files.