The best feature in Winamp I like is their Searching tool.... Press F3 and type the name of song u want. Also the keyboard keys for it easier than WMP..... Its easy to remember the keys of Winamp.
z,x,c,v,b .....Exactly in the way its on the winamp...
Z = previous, X = Play, C= Pause, V = Stop, B=Next....
<|(z).... >(x)......||(c).....[](v)......|>(b)
Insert = Add folder....
S = shuffle,
R = Repeat.....
Ofcourse, you can add lots of plugins with winamp for I/O effects... I use Enhancer for DSP effect! and other features are like u can send it to the corner exactly where ur system date time is. U can even add buttons over there also..... This makes it much easier to access.