I play bass, I play drums, I play guitar, I play violin (in a....)
Generally, it's best to use "the", if it was just a statement.
Here's an example of the general statement "He plays guitar" from the movie The Princess Diaries:I should have been more explicit. My comment was specifically about a "general statement" as suggested by Sam in his post. For example:
"What are your hobbies?"
"I play (the) guitar."
In that case, I was taught always to use the article.
In that particular case of a general statement, would you also spontaneously omit the article?