This paper proposes a novel multi-antenna architecture, termed ray antenna array (RAA), which practically enables flexible beamforming and also enhances wireless communication performance for high frequency systems in a cost-effective manner. RAA consists of a large number of inexpensive antenna elements and a few radio frequency (RF) chains. These antenna elements are arranged in a novel ray like structure, where each ray corresponds to one simple uniform linear array (sULA) with a carefully designed orientation. The antenna elements within each sULA are directly connected, so that each sULA is able to form a beam towards a direction matching the ray orientation without relying on any analog or digital beamforming. By further designing a ray selection network (RSN), appropriate sULAs are selected to connect to the RF chains for subsequent baseband processing. Compared to conventional multi-antenna architectures such as the uniform linear array (ULA) with hybrid analog/digital beamforming (HBF), the proposed RAA enjoys three appealing advantages: (i) finer and uniform angular resolution for all signal directions; (ii) enhanced beamforming gain by using antenna elements with higher directivity, as each sULA is only responsible for a small portion of the total angle coverage range; and (iii) dramatically reduced hardware cost since no phase shifters are required, which are expensive and difficult to design in high-frequency systems such as mmWave and THz systems. To validate such advantages, we first present the input-output mathematical model for RAA-based wireless communications. Efficient algorithms for joint RAA beamforming and ray selection are then proposed for single-user and multi-user RAA-based wireless communications. Simulation results demonstrate that RAA achieves superior performance compared to the conventional ULA with HBF, while significantly reducing hardware cost.