Some people prefer the simplicity of things like Winamp. I prefer tools with more power than iTunes which doesn't require extensive nerding, unlike say Foobar which is hella powerful but requires that you have that Linux mindset to be able to use - all of which is offered on Windows and not on OSX.
It's ironic isn't it - for an ecosystem where apparently media is it's strong suit, you haven't got a truly outstanding player either way you want to go - only something that's basically 'good enough' for everyone. Not that it's a bad default choice, but it kind of shows you exactly how little real substance there is behind the OS X pizazz, but also how easily people fall for it. On the Dark Side we get all the other alternatives - and iTunes, should we want to use it.
Songbird is the Great White Hope for OS X users who want an iTunes alternative. It's no Winamp, but check it out.