You can configure octamed to play sounds in response to incoming midi note on events.
There's also a nice program called MidiIn that I stumbled across on aminet. This is a proper stand-alone MIDI based sample player. It's multitimbral, can handle something like 32 notes at once and plays back 16-bit samples with support for stereo pan, pitch bend and envelopes. It uses AHI for output.
Alas all this comes at a price - you'd need one mean A500 (I suppose an 030/50Mhz might be sufficient) to run it.
I use it on my main A1200 (which has a 68040 and 256MB) and control it via soundstudio running on a more humble 1200D configuration.