As long as sounds are options I think they're cool. I do think it's best left handled client-side though. Maybe if you want sounds for your MUD, offer a zipped up package of the selected wave files, along with the appropriate triggers to put them all in. Then players can download them and set it up if they like.
Me, I usually go for a CD when I'm mudding. Our players hold regular polls to see who listens to what when they play.
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