If you do a lot of work at your computer and like to listen to music at the same time, then check out Clementine, a free desktop music player. It works for several platforms and is easy to install, with smooth playback.
While a lot of other music players are clunky and mainly geared toward getting your music set up for an MP3 player, Clementine is a breeze to run, and is dedicated to desktop playback. Making and customizing playlists from your available music files is easy, and you can scrobble to Last.fm (or, if you're a paid subscriber for Last.fm, stream from their radio stations). There are even "love" and "ban" buttons (a heart and a "prohibited" sign, respectively).
Songs automatically fade in or out when you start them or change them, which is a lovely effect, but you can always disable that option in your preferences. When a new song starts, its name pops up in a box on the screen; when a playlist ends, it lets you know as well.
Another cool feature is "Rain," which plays--what else?--a calming loop of a rainstorm. Overall it's an excellent program, one that I would recommend to anyone who listens to music.