Honest question, as someone who actually used Winamp back in ~2004: why would you want to use it now? I have some nostalgia for it, sure, but what exactly does it actually offer you that something like VLC doesn't? It seems like it plays my music and videos competently enough, and I don't know anyone who actually uses Shoutcast anymore. This isn't a passive aggressive dig or anything, I would actually like to know.
1) Global hotkeys to navigate through my playlists, enqueue songs, control playback etc. Also the global pop-up window (Ctrl+Alt+J) with my current playlist has a really fast search function as I type. Only 'Everything' has faster search. Otherwise modern apps have very slow searches.
2) Milkdrop 2. I have a very large curated collection of visualization presets for Milkdrop 2. This is not something I use when I'm behind the computer, but it's awesome to have running on some screens during a party as the visualizations are in sync with the music.