I switched to FooBar2000 shortly after it was started.  IIRC it was mentioned in a /. thread and I enjoyed it right away.  At this stage the available extensions were almost non-existent but the framework for depth & breath was there and looked promising.

    It was also one of my favorite interactions with contact directly with the programmer.  At the time, there was some conflict in the forums with the developer about the distinction between "shuffle", and "random".  Whenever you played songs from your playlist with 'Random' selected the same songs would play in the same order.  I'd have a playlist containing over 100 songs and (for example) it would always play:    13, 72, 55, 31, 85, etc... until eventually restarted that order (without playing all songs in the playlist).

    The developer insisted the play order was random and he wouldn't fix it.  He claimed that people were looking for a 'shuffle' feature and they refused to create one.

  The interaction always reminded me of this strip:    https://xkcd.com/221/

Not long afterwards, I discovered Amarok from the KDE v3.5 days and stopped caring about Windows audio players.