Starting with OS X Mountain Lion (10.8) Apple added support for AirPlay speakers. This means you can select your AirPort Express, Apple TV or other AirPlay compatible speakers as an output.
Fig. 1: The AirPort Express called 'Danger Cove' is selected. With AirVLC you don't have to see this window, ever.
AirVLC makes it possible to set one of the AirPlay speakers on the network as the default output, without going through the System Preferences.
Just select the speaker you want to stream to. If it's an Apple TV, make sure you check the box that says 'Apple TV'. The Apple TV has a much lower delay than the AirPort Express.
If you have a multiple AirPlay speaker setup. You might want to have a look at Porthole (also made by Danger Cove) or Airfoil. They allow multiple AirPlay speakers to play in sync. Making your clips even more immersive.