In Chapter 13, "Audio Playback and Pitch Tracking" of VJ Manzo's book  Max/MSP/Jitter for Music, I learned how to:

• Playback pre-recorded sound files with the sfplay~ object (including the open message and a toggle to make it go)
• Open sound files directly by giving their full name in the open message
• Use the ezdac~ object to get the sound out and use the gain~ object to control volume
• Use message boxes to restart the sound file or jump to specific times in the file
• Set keyboard controls to start/stop/rewind the sound file
• Loop the sound file with a loop $1 message
• Have more than one sound file open and playing at a time
• Record the audio with the sfrecord~ object (and toggle it on and off, as well as specify the number of channels to record)
• Convert frequencies to MIDI values with the fzero~ object

Completed:

• Max/MSP/Jitter for Music, Ch. 13: Audio Playback and Pitch Tracking (13 exercises)
• Patches can be downloaded from http://db.tt/GBYLb0vY (Dead Link)
• UPDATED LINK: Patches can now be downloaded from http://j.mp/1iy19Xl