I've been using Winamp for a long time now. Winamp kept giving me problems with last.fm though, so I recently switched to foobar after hearing a lot of good things, I toyed around with it for about a month trying all the different add-ons, and I found the vast majority of them weren't particularly stable; I got way too many errors and in the end it just wasn't worth the hassle any more. I switched back to Winamp and got a previous plug-in version for last.fm and I've had no problems since.
Foobar is definitely the best looking media player, but due to the high customization there's a large margin for error, unfortunately. I'm happy sticking with Winamp for now though, I got bored of the foobar novelties anyway.
WMP is pretty poor with loading times, and iTunes annoys me simply because it puts "song name - artist name" and it's started a trend where people type think it's supposed to be that way. It's a pet peeve of mine. I've never tried any other media player.
For videos, I use VLC. Never had any problems with it and it's the best video player available imo.