Problems with closing a large number of Clips?
I'm surprised this is an issue. Could we see more?
Yes, a very real problem. I decided to write a clip-equivalent, and output the data from memory to a SourceDataLine. Volume changes are spread out over 1028 samples on a per sample basis. With a Clip, the changes can only occur with each buffer playback, and a large jump creates an audible discontinuity. You can get a bit more granularity by reducing the buffer size and spreading the changes out over time. But making the buffer too small leads to dropouts.
Design around the problem? Have your Clips only play back at fixed volumes, but maybe allow files (SourceDataLine) to be opened up and given the per-sample spread of volume changes. The code for getting at the individual sound frames can be found on the Java Tutorials
in the first code example, at the point where there is a comment "//Here do something useful".
I do not know how TinySound handles this. It seems to me he has some provision for fading in and out smoothly, but I am not up on specifics of using this library.
OpenAL probably requires using a wrapper like Libgdx. if you are going to LIBGDX anyway, it makes sense to use it. There are lots of good features and some annoying liabilities and limitations. FMod is expensive if you are going commercial. There might be a free version though. I was told there is another library that is competing but I've lost my notes on this. Sorry.