MPlayer does not, correct?
MPlayer does support playlists (< and > to navigate through songs..),
yet it Mplayer itself has no GUI (i.e. it's a teminal command) There are
front-ends though.
I guess that players are much of a personal taste. I do enjoy vlc for
certain features, Totem for others and mplayer to - for example -
quickly play files when jack is on.