What is the best way to give music to clients on queue? (i'm using the delay step... is there a better way?)
It depends, using hold/unhold/delay steps allow you to stream the MOH from CM, which may be more efficient, however the caveat with this is that you cannot collect digits while the music is hear.
If you use the play media step and play MOH from CRS you can collect digits (simply you that step), but the wave file is actually played from the CRS server, so depending on topology this may not be desirable.
Either solution suits the requirements.