One of the things I loved about Winamp was programming my own visualizations - can't remember if this was a plugin or was built into the main app. But it was most satisfying to generate trippy visuals with extreme granular control. I also liked having control over my skin and panel setup.

Also, this is cool for all those über random playlisters: a tool you can use to create a random playlist of X amount of songs from your entire library [edit: and make copies of the random files to a new folder. Useful for making playlists on portable media]. Sorry it was a long time ago and I don't recall what it was called.