Audacity and XMMS 2 both were a lot worse for some reason (like slower, weird bugs, needlessly unneeded server/client model, ...)
In XMMS 1, you can have 10000s of songs in the playlist (i.e. your whole harddisk), and jump to any of them immediately by just pressing the "j" key and typing part of its name, and it remains blazing fast.
Not sure how Winamp was these days. I remember it was good at version 2, then starting from version 5 ("2 + 3"), it became bloated.
[1] http://audacious-media-player.org/ [2] http://audacity.sourceforge.net/