mine order is:
1. quintessential player
2. deliplayer
3. winamp
I like the mini and nano skins in quintessential and the easy plugin installs! you can click on install the plugin from the website and it changes to the plugin you want, its cool.
when I used windows I used quintessential of course all the time.
Linux has a better tool. It's called amarok http://amarok.kde.org
bulit-in wikipedia, lyrics, artist info, database powered, everything you need :)