MusicBee user here!
I used Winamp back in the day, when I would just right click on folders and play (and then maybe use shuffle). About 2010 I tried out Linux as my OS, but it failed at 2/~4 tasks I needed to do. These tasks were to rip CD's as good as Exact Audio Copy (I couldn't find a program with similar features), and play back music easily like I did in Windows. Foobar2000 was close, but not quite. So I went back to Windows and settled on MusicBee, because whilst FB2K has similar features and abilities, it has bad UI. MB is good to go.
Now 1 feature I have come to love in MB is Auto-Playlists. These are "programmatically" generated DYNAMIC playlists that can filter based upon metadata (tags). OMG, this has been a game changer! I have started adding so many tags to my music to take advantage of this feature. I have a tag to remove songs from shuffle mode, another to describe a track's type (with values such as remix, demo, cover song, interlude, instrumental, etc), the same for album type (EP, single, etc) and album version (eg "2004 Remaster"), and a date added tag. Then I have a playlist grouped and sorted by date added, so the newest albums in my collection are at the top. And another for unrated albums. And then I've got my shuffle mode playlist that filters out all the crap (songs I've explicitly removed, and ones you don't want to hear in shuffle like interludes), and it draws from other playlists with a weighting. So for example I can have 1 play-through play 5x 5 star rated songs mixed in with 4x 4 star rated songs and 3x 3 star rated songs. Or I can have it play 3 songs from my "old" collection along with 1 song from an unrated album and 1 song from a recent album. Or I could filter by genres, like I might have a "super heavy" playlist that removes certain genres, and I'm pretty sure it can use the "5x4x3" playlist as its source. There are so many possibilites! And like I said, they are dynamic, so when new albums get added to my library, they automatically propagate through the playlists.
Edit: One more thing, and I presume most library based players do this, but I often listen to shuffle mode for a while until a song really catches my attention, and then I can simple right click on it and "Play Album Now". So handy. There's also options like play artist, play genre, search artists, etc.