I like to use Google Music myself. I have all my music stored on my Home PC, so for the sake on convenience I upload my favorite albums to Google Music and listen using the fantastic web app on any computer. Also works out well because I’m an avid user of Android phones. I literally have my music with me no matter what. :)
I use Rhythmbox too. I like Winamp on Windows and I’d probably also use it on OSx if it had last.fm scrobble support (Yes, there is Winamp beta for mac :p ) – Since it doesn’t, I use iTunes but it kind of annoys me.