The best music player I've used so far is FooBar2000 on Windows. I wish there was an exact clone for Linux.
Screenshot: http://www.ubuntugeek.com/deadbeef-ultimate-music-player-for...
Eg. my recent switch from MirandaIM(win) to Pidgin(on ubuntu) and now empathy.
The browsing radio, jamendo, magnatune features are nice on rhythmbox.
Based on other comments here, it sounds like I need to give Audacious a shot.