I use jaangle. It takes a bit of getting used to, but I like how they catalog the music library.
Smooth mini player and extra features aren't bad either.
Itunes (for music which is all in ALAC format, woo lossless!). I used to primarily use VLC for audio and video, now i just use it occasionally for the odd file or so (the most recent i can think of is FLAC). And Perian for OSX, its a codec pack that adds a bunch of useful codecs that SHOULD of been bundled with quick time player x. For windows i just use CCCP with the player it comes with.
Oh and i forgot. For professional shows i use Qlab which is a sequential cue based system, totally useless for general listening, but for theatrical events, amazing.
I have a pair of ATH AD700's that I hook up to my Xonar DX, then I use F2K with no equalizer.
Most of my music is in FLAC so most other players won't work there.
Wiindows Media Player when it is not glitching out like does on my main computer. Other than that, I usually just use Pandora for its randomness when it choses songs for me.
I currently use DeaDBeeF, though I've been contemplating switching over to Rhythmbox because it integrates well with the Gnome DE. Then again, I absolutely loathe iTunes/Winamp look-a-likes.
Since I have an iPhone I am obligated to iTunes but Winamp has always been my personal preference. For videos though I prefer VLC or Media Player Classic above anything else.