I used to use Winamp all the time. I loved how you could minimize it to a tiny little bar. I slowly faded away from Winamp and mostly use Zune or Windows Media Player.
Big fan of MusicBee. Handles my 5k+ album library with ease and is beautiful with the Modern skin. Even syncs to my Lumia 920. Was perfect to switch from Zune to MusicBee. Plays flac and everything else plus 6channel audio, which Zune could not.
I got used to Zune after having a WP7 device. Still use it even though I got a WP8 device now. I like the look of it and it works well enough for me. Sometimes switch back to Windows Media Player. Occasionally use XBOX music on my Win8 Laptop.
I'm running Windows 8, so I like a lot of apps. My favourite, though, is Nokia Music, since I have a Nokia Music+ subscription. The offline mixes are nice.
I used iTunes alot in the past years, but after the last update for windows 8.1 ( using the beta version) Xbox music looks sexy and worth the try, never really used Spotify as its not available in my area.