I have four music players of choice.
AIMP2, WinAmp 5.5 Pro, WMP 11, and RealPlayer 11 Plus - in this order.
For background playing, I prefer AIMP2. It will start playing when I start my XP; no questions asked, it will just hide and PLAY :-) But I tend to mass-download music files, and for this reason I very often come across music that I don't want to hear again. And this is where AIMP2 is a disappointment to me; there is no "delete file" button. WinAmp 5.5 Pro does have such a (plugin) button (it has ALL sorts of features), but it won't start playing in the same discrete way AIMP2 does (I think it should be able to (?), but in my setup it won't).
Windows Media Player 11 and RealPlayer 11 Plus are both nice and easy, and quite capable, but also have some proprietary issues. If I record a CD, I can later realize that it was already recorded by "the other", but I wasn't warned.