In Windows, hold down the spacebar and double-click where you want playback to begin. Click again to stop. You won't get HP on your playback.

You can also hold down the spacebar and drag to "scrub" your document for bits you want to hear slowly or the like..

In addition to J Adrian's suggestion, I find that using accelerator key combinations are useful.

All you have to do is press the ALT key, then the D key, then the P key to start playback. To stop it use ALT, then D, then O. So...

Start Playback: ALT->D->P

Stop Playback: ALT->D->O

Note: This may not work if you have either the the Expression tool, Articulation tool, or Smart Shape tool selected.

Hope this helps!

Why can't we just have spacebar toggle for start and stop? Almost ALL other music and video programs have it - it's so convenient. Also I find the 'pause' button is useless. Playback always restarts from the top (or Left measure as selected)

Because just toggling with the spacebar precludes the ability to Scrub, and you'd have to click on a starting measure anyway. Sorry if the extra click involved in double clicking is a strain.