I use several players for different reasons, but Foobar 2000 is my main player (good for converting files and changing tags too!).
Media Monkey - iTunes on steroids and even more steroids - only media player that can handle my collection of over 350,000 songs - does everything!
Foobar 2000 - I keep hundreds of songs ready to play on this
Windows Media Player - I use this with small playlists, usually for my brain/mind .mp3's
Windows Groove Music - ONLY used to play a single .mp3 from a folder - COMPLETELY useless otherwise
VLC - My primary video player, I very rarely might use it for audio