I found quite a few very inexpensive ones on eBay by searching for "PC media remote". I don't own one of those though, so you'll probably want to consult some reviews.
I think they basically work as a wireless version of the "media keys" that Microsoft and some other companies put on their keyboards. In Winamp, I think you need to enable "global hot keys" for devices like that to work. For Quintessential Player, Creative Media Source, and Windows Media Player, the global hotkeys seem to be enabled by default, so media keys work right out of the box. A lot of media players seem to support that functionality, not 100% sure about Foobar because I haven't used it before.
I see some Microsoft-branded media remotes on eBay -- I assume those would be a pretty safe bet.