As I remember it, in Winamp you load a playlist from the media library (in my case usually all files), and then within that playlist you can use JTFE to select a file to play next. That file in the playlist gets a number [1] next to it and is played next, regardless of whether shuffle is on or not. Any number of tracks in the playlist can be queued like this, each getting a respective queue number next to that tracks entry in the playlist line, and afterward the queue is finished Winamp returns to the standard playback ordering.
So I can have a playlist of all files on shuffle, decide to queue up a specific album or two, and after that it goes back to random shuffle without me having to reset the playlist from scratch.
This ad-hoc playlist-within-a-playlist is also visible within it's own dialog box if so desired.
(I'm starting to wonder how different the abstractions ncmpcpp use compared to mpd, or if it's just a naming thing.)
Edit: or, IIRC, instead of the JTF queue method, you can just immediately jump to a file in a playlist, and after playing that, Winamp returns to the previous spot. I need to make a screencast of this because there's apparently no videos of the functionality around online..