Wav + NO cue files. What is little known is that the seeking feature of all audio formats is broken. Since the previous notes are unplayed when you start in a middle of an audio file, the followng seconds show an audible distortion if you have good ears. If you have golden ears, you can even notice that minute effect for 1 minute approximately. Using flac, this distortion is even more audible since it's a compressed format and it can be heard for 5 minutes.
So, not only you have to listen to wav, but listen from the beginning of the album, otherwise sound quality WILL be compromised. if you really need metadata, use the CD or a separate text file. Morover, don't forget not to exceed 8 characters filenames. and place the files at the root of C:, the shorter path will make the files easier to access for the player, leading to a greater fluidity and liquidity of the sound.
Those advice were provided by an experienced engineer in audio hardware (cable specialist) and they changed my music, since using them, the sibilance problems I had with the HD 800 totally disappeared.