I'm running a bunch of dev stuff on my box (Eclipse, MySQL, Tomcat, etc.) and FireFox (urgh) so I don't have the luxury of affording a few more processing cycles to monster-music playing apps like iTunes or Napster. God knows what those guys are thinking but they bog down my system like crazy.
WinAmp, however, is relatively lightweight and is easily the best music player for Windows - it just sits up on the bar without being too intrusive and plays music without a lot of fuss or RAM requirements. Why aren't the commercial services as well made? Combined with SHOUTcast, it becomes the perfect music player. I think all the advertising of the commercial music services, it's easy to forget the service I've relied on for years.
So I've cancelled the Napster account (which I did like, but decided wasn't worth the $10 a month - I've got enough recurring media bills already, thanks) and now I'm listening to Virgin Radio or Radio Paradise and am quite happy with their selection. Napster's Adult Alternative "station" (just a big playlist actually) was cool for a few weeks, but then became repetitive. If I wanted repetitive music, I'd listen to my own music collection.
What I really want is a streaming MP3 player for my 6600 now, so I can take this good music stuff on the road. :-)