You can use the AudioManager to load and play sounds. The AudioManager has its own ContentManager, with its root set at "Content/Audio" so you can directly load assets from there. In your LoadContent functions, use

AudioManager.Load(asset, instance) 

to load a new sound. If the instancename does already exists, you will get it back instead. You can also set pitch and volume with overloads of that function. Simply use the Play function to start playing a sound.

Remember that songs in XNA are not seemlessly loopable, so background music is best to be selected in the content project, content processor set to SoundEffect and open up the properties to set the compression if you want to.

Simple component to cache fonts. Just load them in your LoadContent function and use anywhere in your game after it is loaded. Uses the game default ContentManager.

Handles, captures and processes all input for your game. Has two properties (but more may be added) which are Keyboard and Mouse and both refer to their respective InputHandling counterparts. For each Key or Button you can ask the InputManager if it is currently:

Pressed 	: key was pressed down this update call
Released 	: key was released up this update call
Down		: key is being held down
Up			: key is being released
Triggered	: key was Pressed, or Hold down. Just press a key on your
			  keyboard in a text editor to see what triggered is.

The InputManager also works cross-threads.

Main Game State/Screen State management component. It might seem a bit over- whelming but here are the important parts:

AddScreen( a GameScreen )

AudioManager property
InputManager property
ContentManager property
SpriteBatch property

This component makes sure only the most RECENT gamescreen is visible. Use the exit method on a gamescreen object to remove it from the component. Use the properties to get access to the audio, input and contentManager and to get access to a spritebatch. Each screen however will get its OWN contentmanager so if you can, just use that one. This way, each screen can be completelty unloaded when you are done with it, released all the assets used by that screen without the need of reloading game-wide contents (like fonts).

A GameScreen has an initialize, update, draw and loadcontent function. Just override those in your subclass if you want to add functionality to it.