Portable Free Apps : Use it And Enjoy it

Evil Player is a fast, powerful and flexible media player for windows.
Some of Evil Player’s key features include Shoutcast, Icecast and Icecast2 support, low memory footprint and native support for several popular formats (MP3, MP2, MP1, OGG, AIFF and MOD).

Features

• Easy to use
• Small (less than 1MB!)
• Audio formats supported: WAV, OGG, MP1, MP2, MP3, MOD, XM, IT, S3M, MTM, UMX, MO3
• Supports BASS plug-ins
• Low memory footprint
• Radio streaming (SHOUTcast/ICEcast/ICEcast2)
• SHOUTcast recording
• Last.FM support
• Completely free

VLC media player – the cross-platform media player and streaming server. VLC media player is a highly portable multimedia player for various audio and video formats (MPEG-1, MPEG-2, MPEG-4, DivX, mp3, ogg, …) as well as DVDs, VCDs, and various streaming protocols. It can also be used as a server to stream in unicast or multicast in IPv4 or IPv6 on a high-bandwidth network.

SMPlayer intends to be a complete front-end for MPlayer, from basic features like playing videos, DVDs, and VCDs to more advanced features like support for MPlayer filters and more. And it support Windows, Linux.