My primary reason for staying on Winamp is that most of the plugins for playing video game console music formats (NSF, PSF, GSF, 2SF, USF, VGZ, KSS, SPC, and others) are written for Winamp. I've found a few programs that play a few of the formats, but Winamp is the only one that plays them all.

(Any player that fully supports Winamp plugins would be an adequate replacement, but I'm also happy with Winamp in general)