I use the ffplay command (the sister of ffmpeg). There are two ways to change the speed of play: tempo and pitch. The former inserts or skips frames (it sounds like "glitches" in the music) but keeps the tone of the sound intact; the latter makes play smoother but affects the pitch.
The following is an example of adjusting the tempo:
# 20% increase, atrim — start to play from 120-th second of the file
$ ffplay -af "atempo=1.2,atrim=120" foo.mp3
The following is an example of adjusting the pitch (foo.mp3 has the rate 44000):
# 54000/44000 ~+24% pitch up
$ ffplay -af "asetrate=54000" foo.mp3
ffplay is a very powerful tool; see more at the man page.