I've just had foobar2000 recommended to me and I'm very impressed - I'm easily swayed by the way it groups up albums
I've switched from WinAmp as I'm sure many others have, so I've been making comparisons between them, and in the first few days of using it I've noticed a couple of niggles it'd be nice to see rectified.
fb2k doesn't appear to be able to open files that are still being written to. A slow download of a large mp3, for example - one has to wait until the download is finished before fb2k can begin playing it. WinAmp can open it and play immediately; in fact if the download is faster than realtime (ie, you can download more than 1 second of playtime in 1 second of realtime) then it'll even keep playing past where it "thinks" the end of the MP3 was when it opened it.
also, it's not possible to drag&drop items into the fb2k window. I have a fair old amount of mp3s stored on a machine at home, accessible via private http, so I can listen to them at work. It's nice to be able to drag an mp3 from the directory listing into WinAmp and have it begin streaming (ie not click it, and have IE download the entire thing then hand it to WinAmp). fb2k won't accept entries dropped into the list, which is mildly annoying, and stops me listening to mp3s at work very easily
Hope these comments are useful though - I do love this program