I remember using Winamp back in the day. At one point in time, it was the only mp3 player out there that didn't absolutely suck. It was pretty amazing how usenet and winamp opened up a whole world of music you just couldn't buy anywhere at the time. Truly a leap forwards in distribution! It's too bad the music industry reacted with such paranoia that they arguably still haven't adequately monetized it.

A couple of years ago I used OSX for about 6 months. One of the more minor reasons I was relieved to uninstall it was that I never found a music player I really liked. Let's face it, iTunes is crap even on the OS it was meant for!

On Windows, look no further than Foobar2000. It's not a super-sexy looking player (although it can be if you put some work into it), but it is eminently functional. It does practically anything you can want (with extensions), has an easy to figure out but powerful interface, and is audiophile-grade. This lives on my HTPC, which interfaces with my stereo, so it's what I'm primarily used to. Love it! There's one extension (foo_httpcontrol) you can add that allows you to control your stereo from any networked device (there are a few android apps designed to work through this interface), which is handy for flipping through music while reading in your comfy chair or sitting on the porcelain throne!

On Linux, Amarok. Sexier apps come and are abandoned to become bug-infested swamps of suck, but Amarok has been going strong for a very long time. I often try newer music apps, but Amarok is the default on KDE for a reason.