Started with Winamp over a decade ago. In 2005, I installed iTunes on my XP install to manage my new iPod Nano. It was terribly laggy and I generally HATED it. Plus, I would often play mp3s from mIRC, which iTunes did not like. Kept on with Winamp for most of my music needs
In 2007, I upgraded to an x2 3800+ with 4x as much ram as my old 3.0C and suddenly iTunes wasn't such a bad application. I still used Winamp for most of my stuff, but iTunes didn't make me want to contract leprosy as an alternative to using it.
Then in 2008, Apple gave me a killer feature I loved -- Genius Mode playlists. I always liked having randomized playlists but they always sucked -- I always ended up listening to intros and skits. I didn't like it. But a randomized feature that was actually SMART? I'm in. I switched over to iTunes full time right and there.
In 2010, I switched to OS X. I continue to use iTunes.
And I also find myself listening to XM Radio over the Internet a lot now. I have an album collection of around 1500 albums but having a DJ tell me what to listen to is way easier sometimes (sounds so lame as I type it -- but it isn't a ClearChannel exec telling me what I should hear).