For the past couple years I've been using Audacious. In Windows I use Winamp 5 with various plugins (like classic game console audio processor emulators, and OpenAL output), but Audacious handles most (but sadly not all) of the music formats I listen to (too bad it doesn't support USF/miniUSF for N64 music). I don't need OpenAL output cuz in Linux, ALL audio is processed by my sound card, so that automatically takes care of Audacious.