I've been using xion audio player for awhile now, ( http://xion.r2.com.au/ )and I really wish wincustomize would make a section for it. The cool thing about it is that it is amazingly easy to skin since it takes raw .psd files, and creates the skin. All you have to do is name the layer with the play button "play", etc. Here's a skin i recently made for it:
//Edited by moderator: Moved this to the General forum. It will get more exposure there.