I like Xine personally. MPlayer is very similar and Xine and mplayer are pretty close since they borrow code and codecs and stuff from each other. It's my impression that MPlayer does most of the grunt work with codecs and making the various formats work, while Xine just works on the user interface, so there is a big rivalry between them.
Also Xine kinda skirts with psuedo-legal stuff like supporting most of what you need to veiw DVD's. Only a couple extra downloads and you can access region encoded and protected DVDs. So that's a sorta bad and sorta good thing.
Their DVD support is cool, they borrowed features from another 3rd program so that when you have DVD's that have a menu in the beginning you can use your mouse to select the different options.
I think if your aiming for the best quality and highest standards Mplayer is closer to the ideal then Xine is.
But that's just my impressions, I realy lack the skills(not a audio-freak type and I sometimes need glasses) and hardware quality to really discern much differences in quality...
edit: Also if your having problems with dependances and stuff, that's more of a fault with your distro, If you are using a RPM-based distro, be sure to check out using a good package manager like apt-get for RPM (freshrpms.net), Yum (commonly used with Redhat, but is originally from Yellow dog linux) or urpmi wrapper from Mandrake. That should make installing programs easier since you don't have to chase around dependances